Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275): Difference between revisions

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-Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
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+Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2016.12.187
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@@ Property / OpenAlex ID @@
+W2335043180
@@ Property / OpenAlex ID: W2335043180 / rank @@
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@@ Property / cites work @@
+Dynamic Asset Allocation in a Mean-Variance Framework
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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