Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Crossref DOI link: https://doi.org/10.1007/s10436-022-00414-x
Published Online: 2022-09-01
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Yumo http://orcid.org/0000-0003-0915-5116
Text and Data Mining valid from 2022-09-01
Version of Record valid from 2022-09-01
Article History
Received: 31 May 2021
Accepted: 19 August 2022
First Online: 1 September 2022
Declarations
:
: The authors declare that they have no competing interests.