"Multi-period mean-variance portfolio selection with stochastic interest ..."

Haixiang Yao, Zhongfei Li, Duan Li (2016)

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DOI: 10.1016/J.EJOR.2016.01.049

access: closed

type: Journal Article

metadata version: 2020-02-21

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Haixiang Yao, Zhongfei Li, Duan Li:
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Eur. J. Oper. Res. 252(3): 837-851 (2016)

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