| Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations | |
| Ji, Shaolin; Shi, Xiaomin | |
| 刊名 | SYSTEMS & CONTROL LETTERS
 |
| 2017 | |
| 卷号 | 104页码:1-4 |
| 关键词 | Mean-variance portfolio selection Nonlinear wealth equation HJB equation Viscosity solution |
| DOI | 10.1016/j.sysconle.2017.03.006 |
| URL标识 | 查看原文 |
| 公开日期 | [db:dc_date_available] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4588740 |
| 专题 | 山东大学 |
| 作者单位 | 1.Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Peoples R China. 2.Shandong Univ, Inst |
| 推荐引用方式 GB/T 7714 | Ji, Shaolin,Shi, Xiaomin. Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations[J]. SYSTEMS & CONTROL LETTERS,2017,104:1-4. |
| APA | Ji, Shaolin,&Shi, Xiaomin.(2017).Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations.SYSTEMS & CONTROL LETTERS,104,1-4. |
| MLA | Ji, Shaolin,et al."Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations".SYSTEMS & CONTROL LETTERS 104(2017):1-4. |
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