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