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