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	Optimal Multi-period Mean-Variance Policy with Management Costs
	Cui, Xiangyu[1]; Gao, Jianjun[2]; Shi, Yun[3]
	2015
会议名称	27th Chinese Control and Decision Conference (CCDC)
会议日期	2015-01-01
关键词	multi-period mean-variance model proportional management costs duality theory
页码	1063-1067
URL标识	查看原文
内容类型	会议论文
URI标识	http://www.corc.org.cn/handle/1471x/2240292
专题	上海大学
作者单位	1.[1]Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China. 2.[2]Shanghai Jiao Tong Univ, Dept Automat, Shanghai 200240, Peoples R China. 3.[3]Shanghai Univ, Sch Management, Shanghai 200444, Peoples R China.
推荐引用方式 GB/T 7714	Cui, Xiangyu[1],Gao, Jianjun[2],Shi, Yun[3]. Optimal Multi-period Mean-Variance Policy with Management Costs[C]. 见:27th Chinese Control and Decision Conference (CCDC). 2015-01-01.

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