"Mean-variance portfolio selection under no-shorting rules: A BSDE approach."

Liangquan Zhang, Xun Li (2023)

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DOI: 10.1016/J.SYSCONLE.2023.105545

access: closed

type: Journal Article

metadata version: 2023-11-28

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Liangquan Zhang, Xun Li:
Mean-variance portfolio selection under no-shorting rules: A BSDE approach. Syst. Control. Lett. 177: 105545 (2023)

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