2024-03-29T08:53:59Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7632782
2022-12-14T07:13:08Z
60
91
Zhang, Yumo
2022
7632782
English
Springer, Berlin/Heidelberg
https://zbmath.org/07632782
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Ann. Finance 18, No. 4, 511-544 (2022).
91G10; 91G30; 60H30
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
j