Continuous-time mean-risk portfolio selection
Jin, Hanqing ; Yan, Jia-An ; Zhou, Xun Yu
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005), p. 559-580 / Harvested from Numdam
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@article{AIHPB_2005__41_3_559_0,
     author = {Jin, Hanqing and Yan, Jia-An and Zhou, Xun Yu},
     title = {Continuous-time mean-risk portfolio selection},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {41},
     year = {2005},
     pages = {559-580},
     doi = {10.1016/j.anihpb.2004.09.009},
     zbl = {02191867},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2005__41_3_559_0}
}

Jin, Hanqing; Yan, Jia-An; Zhou, Xun Yu. Continuous-time mean-risk portfolio selection. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) pp. 559-580. doi : 10.1016/j.anihpb.2004.09.009. http://gdmltest.u-ga.fr/item/AIHPB_2005__41_3_559_0/

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