"Mean-Variance Portfolio Selection under Partial Information."

Jie Xiong, Xun Yu Zhou (2007)

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DOI: 10.1137/050641132

access: closed

type: Journal Article

metadata version: 2020-10-26

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Jie Xiong, Xun Yu Zhou:
Mean-Variance Portfolio Selection under Partial Information. SIAM J. Control. Optim. 46(1): 156-175 (2007)

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