Dynamic Mean-Variance Portfolio Selection With No-Shorting Constraints.

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Bibliographic Details
Title:	Dynamic Mean-Variance Portfolio Selection With No-Shorting Constraints.
Authors:	Li, Xu, Zhou, Xun Yu, Lim, Andrew E. B.
Source:	SIAM Journal on Control & Optimization; 2002, Vol. 40 Issue 5, p1540-1555, 16p
Database:	Applied Science & Technology Source

Description
ISSN:	03630129
DOI:	10.1137/S0363012900378504