Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/ijcon/Yan12
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Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints.
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Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints.
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