文件名称：Optimal Dynamic Portfolio Selection Multiperiod Mean-Variance Formulation.pdf
文件大小：145KB
文件格式：PDF
更新时间：2023-10-28 12:00:18
dynamicMV
D. Li and W. L. Ng, Optimal dynamic portfolio selection: Multiperiod mean-variance formu- lation, Math. Finance, 10(2000), pp. 387-406.