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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
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        Value: 10.1137/S0363012900378504
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        Text: English
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              Text: 2002
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