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Publication:3513936

zbMath1150.91404MaRDI QIDQ3513936

Wei Yan, Huanquan Sun, Shu-Rong Li

Publication date: 6 August 2008


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

efficient frontierstochastic LQ controlmean-variance portfolio selectionstochastic HJB equation


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).





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