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"Time-Consistent Portfolio Selection under Short-Selling Prohibition: From ..."

Alain Bensoussan et al. (2014)

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DOI: 10.1137/130914139

access: closed

type: Journal Article

metadata version: 2019-09-25

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Alain Bensoussan, Kwok Chuen Wong, Sheung Chi Phillip Yam, Siu-Pang Yung:
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting. SIAM J. Financial Math. 5(1): 153-190 (2014)

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