Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market
Crossref DOI link: https://doi.org/10.1007/s11432-018-9531-7
Published Online: 2019-10-28
Published Print: 2020-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Haiyang
Wu, Zhen
Text and Data Mining valid from 2019-10-28
Version of Record valid from 2019-10-28
Article History
Received: 5 May 2018
Accepted: 29 June 2018
First Online: 28 October 2019