Dynamic mean–VaR portfolio selection in continuous time
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Publication:4555169
DOI10.1080/14697688.2017.1298831zbMath1402.91743OpenAlexW3125887435WikidataQ57445399 ScholiaQ57445399MaRDI QIDQ4555169
Jiangjun Gao, Ke Zhou, Xiangyu Cui, Li, Duan
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2017.1298831
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