Optimal portfolio on tracking the expected wealth process with liquidity constraints
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Publication:655833
DOI10.1016/S0252-9602(11)60249-XzbMath1240.91150OpenAlexW2080393085MaRDI QIDQ655833
Guangming Wang, Kui Luo, Hu, Yijun
Publication date: 27 January 2012
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(11)60249-x
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