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Mean-variance portfolio selection under no-shorting rules: A BSDE approach.

Liangquan ZhangXun Li
Published in: Syst. Control. Lett. (2023)
Keyphrases
  • portfolio selection
  • multistage stochastic
  • portfolio optimization
  • financial markets
  • robust optimization
  • multiple objectives
  • portfolio management
  • neural network
  • association rules
  • multi objective
  • transaction costs