Continuous-Time Mean-Variance Portfolio Selection with Partial Information

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Continuous-Time Mean-Variance Portfolio Selection with Partial Information"
written by Wan-Kai Pang, Yuan-Hua Ni, Xun Li, Ka-Fai Cedric Yiu,
published by Journal of Mathematical Finance, Vol.4 No.5, 2014

has been cited by the following article(s):

[1]	Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information
	2019

[2]	Mean-field formulation for multi-period asset-liability mean-variance portfolio selection with cash flow
	2017

[3]	The impacts of joint energy and output prices uncertainties in a mean-variance framework
	2017

[4]	The Research of Discrete Mean-Variance Portfolio Problem with Time-Delay
	2017

[5]	H∞ Optimal Control Problems for Jump
	Journal of Mathematical Finance, 2015

[6]	Multi-period mean-variance asset-liability portfolio selection
	2015

[7]	H∞ Optimal Control Problems for Jump Linear Equations
	2015

[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]	Optimal Reinsurance and Investment Strategies Under Mean-Variance Criteria: Partial and Full Information Journal of Systems Science and Complexity, 2022 DOI:10.1007/s11424-022-0236-3

[3]	The Impacts of Joint Energy and Output Prices Uncertainties in a Mean-Variance Framework Theoretical Economics Letters, 2017 DOI:10.4236/tel.2017.75075

[4]	H_∞ Optimal Control Problems for Jump Journal of Mathematical Finance, 2015 DOI:10.4236/jmf.2015.54029

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