Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case
Tytuł:
Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case
Czasopismo:
Rok:
2019
Strony:
966-987
Tom (seria wydawnicza):
44
Numer DOI:
10.1287/moor.2018.0952