CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
| Year of publication: |
2005
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|---|---|
| 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 10731945. - Vol. 15.2005, 2, p. 213-244
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