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"au:"Duan Li"" — arXiv2 Search
Showing 1–3 of 3 results
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Aug 26, 2014
Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance Formulation
Mar 4, 2014
Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure
Mar 5, 2013
Unified Framework of Mean-Field Formulations for Optimal Multi-period Mean-Variance Portfolio Selection