검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints Yan W International Journal of Control, 85(1), 50, 2012 |
| 2 |
A class of continuous-time portfolio selection with liability under jump-diffusion processes Yan W International Journal of Control, 82(12), 2277, 2009 |