Continuous-time mean-variance portfolio selection with random horizon (Q2441394): Difference between revisions

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-Zhi-Yong Yu
@@ Property / author: Zhi-Yong Yu / rank @@
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+Zhi-Yong Yu
@@ Property / author: Zhi-Yong Yu / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s00245-013-9209-1
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+W2309637103
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Linear Quadratic Optimal Stochastic Control with Random Coefficients
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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+Publication:2441394