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