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Dynamic mean–variance problem with frictions

Crossref DOI link: https://doi.org/10.1007/s00780-022-00474-x

Published Online: 2022-03-15

Published Print: 2022-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bensoussan, Alain

Ma, Guiyuan

Siu, Chi Chung

Yam, Sheung Chi Phillip
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Text and Data Mining valid from 2022-03-15

Version of Record valid from 2022-03-15
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Article History

Received: 18 May 2020

Accepted: 20 October 2021

First Online: 15 March 2022