Optimal Mean-Variance Portfolio with Liability Based on Discontinuous Stochastic Process and A No-Shorting Constraint

被引：0

作者：

Wei, Yan ^{[1
]}

机构：

[1] Research Institute of Petroleum Exploration and Development, Beijing,100083, China

来源：

Chinese Control Conference, CCC | 2021年 / 2021-July卷

关键词：

731.1 Control Systems - 921.5 Optimization Techniques - 922.1 Probability Theory - 961 Systems Science;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：8684 / 8691

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