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Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market

  • Haiyang Wang
  • Zhen WuEmail author
Letter
  • 36 Downloads

Notes

Acknowledgements

This work was supported by National Natural Science Foundation of China (Grant No. 61573217), 111 Project (Grant No. B12023), National High-Level Personnel of the Special Support Program, the Chang Jiang Scholar Program of the Chinese Education Ministry, and the Distinguished Middle-Aged and Young Scientist Encouragement and Reward Foundation of Shandong Province (Grant No. ZR2017BA033).

Supplementary material

11432_2018_9531_MOESM1_ESM.pdf (191 kb)
Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market

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Copyright information

© Science China Press and Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.School of Mathematics and StatisticsShandong Normal UniversityJinanChina
  2. 2.School of MathematicsShandong UniversityJinanChina

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