Terminal perturbation method for the backward approach to continuous time mean–variance portfolio selection - Concepedia

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Terminal perturbation method for the backward approach to continuous time mean–variance portfolio selection

31

Citations

15

References

2007

Year

Shaolin Ji, Shigē Péng

Stochastic Processes and their Applications

Portfolio OptimizationBackward ApproachPortfolio SelectionManagementPortfolio ManagementFinancial EngineeringPortfolio AllocationStatisticsFinancePortfolio ChoiceTerminal Perturbation Method

References

	Year	Citations

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