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~person:"Pang, Wan-Kai"
~person:"Yu, Bosco Wing-Tong"
~type_genre:"Aufsatz in Zeitschrift"
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Mean-Variance Portfolio Selection
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Pang, Wan-Kai
Yu, Bosco Wing-Tong
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European journal of operational research : EJOR
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Journal of mathematical finance
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Continuous-time mean-variance portfolio selection with partial information
Pang, Wan-Kai
;
Ni, Yuan-Hua
;
Li, Xun
;
Yiu, Ka-Fai Cedric
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 353-365
Persistent link: https://www.econbiz.de/10011312406
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2
Objective comparisons of the optimal portfolios corresponding to different utility functions
Yu, Bosco Wing-Tong
;
Pang, Wan Kai
;
Troutt, Marvin D.
; …
- In:
European journal of operational research : EJOR
199
(
2009
)
2
,
pp. 604-610
Persistent link: https://www.econbiz.de/10003867349
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