共 50 条
- [33] Mult-period mean-variance portfolio selection with serially correlated returns of risky assets Yao, H.-X. (yaohaixiang@mail.gdufs.edu.cn), 1600, Northeast University (29):
- [35] Optimal dynamic portfolio selection in a frictional market with mutiperiod mean-variance formulation Shanghai Ligong Daxue Xuebao, 2008, 4 (339-344):
- [40] Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market Science China Information Sciences, 2020, 63