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N°17-29: Dynamic Mean-Variance Optimisation Problems with Deterministic Information, M. Schweizer, D. Zivoi, and M. Sikic, 2017.

N°17-29: Dynamic Mean-Variance Optimisation Problems with Deterministic Information, M. Schweizer, D. Zivoi, and M. Sikic, 2017.

AuthorM. Schweizer, D. Zivoi, M. Sikic
Date29 jan. 2017
CatégorieWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3051199

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