Mean–variance portfolio selection with correlation risk
Author:
Funder
Research Grant Council of Hong Kong
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference40 articles.
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4. Mean–variance portfolio selection with random parameters;Lim;Math. Oper. Res.,2002
5. Continuous-time mean–variance optimization of assets and liabilities;Chiu;Insurance Math. Econom.,2006
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