Continuous-time-mean-variance portfolio selection with bankruptcy prohibition

Tomasz R. Bielecki; Hanqing Jin; Stanley R. Pliska; Xun Yu Zhou

Year of publication:	2005
Authors:	Bielecki, Tomasz R. ; Jin, Hanqing ; Pliska, Stanley R. ; Zhou, Xun Yu
Published in:	Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 15.2005, 2, p. 213-244
Subject:	Portfolio-Management \| Portfolio selection \| Dekompositionsverfahren \| Decomposition method \| Insolvenz \| Insolvency \| Optionspreistheorie \| Option pricing theory \| Theorie \| Theory

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