"Mean-Variance Portfolio Selection with Random Parameters in a Complete Market."

Andrew E. B. Lim, Xun Yu Zhou (2002)

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DOI: 10.1287/MOOR.27.1.101.337

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type: Journal Article

metadata version: 2017-05-28

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Andrew E. B. Lim, Xun Yu Zhou:
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market. Math. Oper. Res. 27(1): 101-120 (2002)

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