中国科学院数学与系统科学研究院期刊网
AMS
Discrete Time Mean-variance Analysis with Singular Second Moment Matrixes and an Exogenous Liability
Wen Cai CHEN, Zhong Xing YE
Acta Mathematica Sinica . 2008, (4): 565 -576 .  DOI: 10.1007/s10114-007-5261-6