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"Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints."

Xun Li, Xun Yu Zhou, Andrew E. B. Lim (2002)

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DOI: 10.1137/S0363012900378504

access: closed

type: Journal Article

metadata version: 2020-07-09

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  dblp key:
  - journals/siamco/LiZL02
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  - https://dblp.org/rec/journals/siamco/LiZL02
Xun Li, Xun Yu Zhou, Andrew E. B. Lim:
Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints. SIAM J. Control. Optim. 40(5): 1540-1555 (2002)

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