Time Cardinality Constrained Mean-Variance Dynamic Portfolio Selection

Author:

Gao Jianjun,Wang Shouyang,Li Duan

Publisher

Elsevier BV

Reference32 articles.

1. Continuoustime mean-variance portfolio selection with bankruptcy prohibition;T R Bielecki;Mathematical Finance,2005

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4. On the structure of general mean-variance hedging strategies;A Cern�ycern�y;The Annals of Probability,2007

5. Hedging by sequential regressions revisited;A Cern�ycern�y;Mathematical Finance,2009

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