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Constrained Monotone Mean-Variance Problem with Random Coefficients.
- Source :
- SIAM Journal on Financial Mathematics; 2023, Vol. 14 Issue 3, p838-854, 17p
- Publication Year :
- 2023
Details
- Language :
- English
- ISSN :
- 1945497X
- Volume :
- 14
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- SIAM Journal on Financial Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 173379178
- Full Text :
- https://doi.org/10.1137/22M154418X