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

• 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
• Institution: National University of Singapore

10.1109/ICCA.2010.5524490