Study of the dynamic mean-variance portfolio optimization with regard to bankruptcy

10.1109/ICCA.2010.5524490

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Bibliographic Details
Main Authors: He, J., Sun, Y., Lin, Z., Qin, Q., Wang, Q.-G.
Other Authors: ELECTRICAL & COMPUTER ENGINEERING
Format: Conference or Workshop Item
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/71885
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Institution: National University of Singapore