Cong, F.
Oosterlee, C.W.
This article is maintained by: Elsevier
Article Title: Multi-period mean–variance portfolio optimization based on Monte-Carlo simulation
Journal Title: Journal of Economic Dynamics and Control
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jedc.2016.01.001
Content Type: article
Copyright: Copyright © 2016 Elsevier B.V. All rights reserved.