Discrete Time Mean-variance Analysis with Singular Second Moment Matrixes and an Exogenous Liability

Wen Cai CHEN, Zhong Xing YE

Acta Mathematica Sinica ›› 2008, Vol. 24 ›› Issue (4) : 565-576.

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Acta Mathematica Sinica ›› 2008, Vol. 24 ›› Issue (4) : 565-576. DOI: 10.1007/s10114-007-5261-6
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Discrete Time Mean-variance Analysis with Singular Second Moment Matrixes and an Exogenous Liability

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematica Sinica, 2008, 24(4): 565-576 https://doi.org/10.1007/s10114-007-5261-6

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