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SCIENCE CHINA Information Sciences, Volume 63, Issue 7: 179202(2020) https://doi.org/10.1007/s11432-018-9531-7

Mean-variance portfolio selection with discontinuous pricesand random horizon in an incomplete market

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  • ReceivedMay 5, 2018
  • AcceptedJun 29, 2018
  • PublishedOct 28, 2019

Abstract

There is no abstract available for this article.


Acknowledgment

This work was supported by National Natural Science Foundation of China (Grant No. 61573217), 111 Project (Grant No. B12023), National High-Level Personnel of the Special Support Program, the Chang Jiang Scholar Program of the Chinese Education Ministry, and the Distinguished Middle-Aged and Young Scientist Encouragement and Reward Foundation of Shandong Province (Grant No. ZR2017BA033).


Supplement

Appendix A.


References

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