Mult-period mean-variance portfolio selection with serially correlated returns of risky assets

被引：0
|
作者：
机构：
[1] Yao, Hai-Xiang
[2] Jiang, Ling-Min
[3] Ma, Qing-Hua
[4] Jian, Min-Jie
来源：
Yao, H.-X. (yaohaixiang@mail.gdufs.edu.cn) | 1600年 / Northeast University卷 / 29期
关键词：
Lagrange multipliers;
D O I：
10.13195/j.kzyjc.2013.0600
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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