Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798): Difference between revisions

@@ Property / author @@
-Jian-Jun Gao
@@ Property / author: Jian-Jun Gao / rank @@
-Normal rank
@@ Property / author @@
-Li, Duan
@@ Property / author: Li, Duan / rank @@
-Normal rank
@@ Property / author @@
-Shou-Yang Wang
@@ Property / author: Shou-Yang Wang / rank @@
-Normal rank
@@ Property / author @@
-Shou-Yang Wang
@@ Property / author: Shou-Yang Wang / rank @@
-Normal rank
@@ Property / author @@
+Jian-Jun Gao
@@ Property / author: Jian-Jun Gao / rank @@
+Normal rank
@@ Property / author @@
+Li, Duan
@@ Property / author: Li, Duan / rank @@
+Normal rank
@@ Property / author @@
+Shou-Yang Wang
@@ Property / author: Shou-Yang Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.automatica.2015.01.040
+Normal rank
@@ Property / OpenAlex ID @@
+W2058958060
@@ Property / OpenAlex ID: W2058958060 / rank @@
+Normal rank
@@ 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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+Portfolio optimization in stochastic markets
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+HEDGING BY SEQUENTIAL REGRESSIONS REVISITED
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