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	Recursive mean-variance portfolio choice problems with constrained portfolios
	Lv, Siyu; Wu, Zhen; Zhuang, Yi
刊名	Chinese Control Conference, CCC
	2015
卷号	2015-September页码:2446-2449
关键词	Forward-backward stochastic system Linear-convex optimal control problem Maximum principle Mean-variance portfolio selection Recursive utility
DOI	10.1109/ChiCC.2015.7260016
会议名称	34th Chinese Control Conference, CCC 2015
URL标识	查看原文
会议日期	28 July 2015 through 30 July 2015
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4776453
专题	山东大学
作者单位	School of Mathematics, Shandong University, Shandong Province, China
推荐引用方式 GB/T 7714	Lv, Siyu,Wu, Zhen,Zhuang, Yi. Recursive mean-variance portfolio choice problems with constrained portfolios[J]. Chinese Control Conference, CCC,2015,2015-September:2446-2449.
APA	Lv, Siyu,Wu, Zhen,&Zhuang, Yi.(2015).Recursive mean-variance portfolio choice problems with constrained portfolios.Chinese Control Conference, CCC,2015-September,2446-2449.
MLA	Lv, Siyu,et al."Recursive mean-variance portfolio choice problems with constrained portfolios".Chinese Control Conference, CCC 2015-September(2015):2446-2449.

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