DBLP Record 'journals/anor/YanL08'

BibTeX

@article{DBLP:journals/anor/YanL08,
  author    = {Wei Yan and
               Shurong Li},
  title     = {A class of portfolio selection with a four-factor futures
               price model},
  journal   = {Annals OR},
  volume    = {164},
  number    = {1},
  year      = {2008},
  pages     = {139-165},
  ee        = {http://dx.doi.org/10.1007/s10479-008-0398-y},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}