Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection
Year of publication: |
2020
|
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Authors: | Cui, Xiangyu |
Other Persons: | Li, Xun (contributor) ; Li, Duan (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Accepted by IEEE Transactions on Automatic Control, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 21, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2410682 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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