"Continuous-time mean-variance portfolio choice with no-bankruptcy constraint."

Tomasz R. Bielecki et al. (2003)

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DOI: 10.1109/CDC.2003.1271961

access: closed

type: Conference or Workshop Paper

metadata version: 2022-04-09

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Tomasz R. Bielecki, Stanley R. Pliska, Hanqing Jin, Xun Yu Zhou:
Continuous-time mean-variance portfolio choice with no-bankruptcy constraint. CDC 2003: 5945-5950

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