Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection
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Publication:2983112
DOI10.1109/TAC.2014.2311875zbMath1360.91133arXiv1303.1064OpenAlexW2168386785WikidataQ57445419 ScholiaQ57445419MaRDI QIDQ2983112
Publication date: 16 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.1064
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