Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

X. Y. Zhou, D. Li

Open source

DOI: 10.1007/s002450010003
Published: 2000-01
Container: Applied Mathematics & Optimization
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1007/s002450010003,
  title = {Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework},
  author = {X. Y. Zhou and D. Li},
  year = {2000},
  journal = {Applied Mathematics \&amp; Optimization},
  doi = {10.1007/s002450010003},
  url = {https://doi.org/10.1007/s002450010003}
}

RIS

TY  - JOUR
TI  - Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
AU  - X. Y. Zhou
AU  - D. Li
PY  - 2000
JO  - Applied Mathematics &amp; Optimization
DO  - 10.1007/s002450010003
UR  - https://doi.org/10.1007/s002450010003
ER  -

APA

Zhou, X. Y., & Li, D. (2000). Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework. Applied Mathematics & Optimization. https://doi.org/10.1007/s002450010003

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crossref · retrieved 2026-09-24T20:59:06.930Z