Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market

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ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.org/journal/jfrm
E-mail: jfrm@scirp.org

"Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market"
written by Yingying Xu, Zhuwu Wu,
published by Journal of Financial Risk Management, Vol.3 No.2, 2014

has been cited by the following article(s):

[1]	Improved covariance matrix estimation for portfolio risk measurement: A review
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[2]	Portfolio selection problems with Markowitz's mean–variance framework: a review of literature
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[3]	The Research of Discrete Mean-Variance Portfolio Problem with Time-Delay
	Mathematics and Computer Science, 2017

[4]	Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China
	2015

[5]	OPTIMAL MANAGEMENT OF DC PENSION PLAN UNDER LOSS AVERSION AND VALUE-AT-RISK CONSTRAINTS
	2014

[1]	Research on the Application of Mean-Variance Model in Securities Investment Portfolio Planning: Evidence from China Stock Market SSRN Electronic Journal, 2023 DOI:10.2139/ssrn.4393576

[2]	Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review Journal of Risk and Financial Management, 2019 DOI:10.3390/jrfm12010048

[3]	Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature Fuzzy Optimization and Decision Making, 2017 DOI:10.1007/s10700-017-9266-z

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