scientific article; zbMATH DE number 6402007
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Publication:5498047
DOI10.13195/j.kzyjc.2013.0600zbMath1313.91158MaRDI QIDQ5498047
Haixiang Yao, Qing-Hua Ma, Lingmin Jiang, Minjie Jian
Publication date: 11 February 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic programmingserially correlated returnsmulti-period mean-variance modelLagrange duality principle
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