Better than Pre-Commitment Mean-Variance Portfolio Allocation Strategies: A Semi-Self-Financing Hamilton-Jacobi-Bellman Equation Approach

By Duy Minh Dang, Peter A. Forsyth. 2016

80 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f5996137d12db7cdbaa93094c6a0228f5fb98a55