Open AccessThe Research of Discrete Mean - Variance Portfolio Problem with Time-Delay
Author(s) -
Cui Yu-quan
Publication year - 2017
Publication title -
mathematics and computer science
Language(s) - English
Resource type - Journals
eISSN - 2575-6036
pISSN - 2575-6028
DOI - 10.11648/j.mcs.20170206.13
Subject(s) - portfolio , discrete time and continuous time , mathematical optimization , stochastic control , modern portfolio theory , portfolio optimization , computer science , variance (accounting) , quadratic equation , optimal control , mathematics , econometrics , economics , finance , statistics , accounting , geometry
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