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Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun; Xu, Zuo Quan - In: Operations research letters 44 (2016) 6, pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
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Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem
Cui, Xiangyu; Li, Xun; Yang, Lanzhi - In: Operations research letters 48 (2020) 6, pp. 693-696
Persistent link: https://www.econbiz.de/10012430065
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A dynamic analysis of corporate investments and emission tax policy in an oligopoly market with network externality
Zhao, Jun; Ni, Jian - In: Operations research letters 49 (2021) 1, pp. 81-83
Persistent link: https://www.econbiz.de/10012486230