"Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection."

Yuan-Hua Ni et al. (2020)

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DOI: 10.1109/TAC.2019.2931463

access: closed

type: Journal Article

metadata version: 2020-06-30

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Yuan-Hua Ni, Xun Li, Ji-Feng Zhang, Miroslav Krstic:
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection. IEEE Trans. Autom. Control. 65(4): 1716-1723 (2020)

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