Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection

Published 2014 View Full Article

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Title
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection
Authors
Keywords
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Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 59, Issue 7, Pages 1833-1844
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Online
2014-03-15
DOI
10.1109/tac.2014.2311875

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