BibTeX record journals/automatica/PunY22

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@article{DBLP:journals/automatica/PunY22,
  author       = {Chi Seng Pun and
                  Zi Ye},
  title        = {Optimal dynamic mean-variance portfolio subject to proportional transaction
                  costs and no-shorting constraint},
  journal      = {Autom.},
  volume       = {135},
  pages        = {109986},
  year         = {2022},
  url          = {https://doi.org/10.1016/j.automatica.2021.109986},
  doi          = {10.1016/J.AUTOMATICA.2021.109986},
  timestamp    = {Sat, 30 Sep 2023 10:02:15 +0200},
  biburl       = {https://dblp.org/rec/journals/automatica/PunY22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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