Continuous time mean-variance portfolio optimization through the mean field approach
نویسندگان
چکیده
منابع مشابه
Portfolio-optimization by the mean-variance-approach
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2016
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2016001