ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients

Shaolin Ji, Hanqing Jin and Xiaomin Shi

ESAIM: COCV, 30 (2024) 45

Published online: 04 June 2024

DOI: 10.1051/cocv/2024033

Shaolin Ji

Hanqing Jin

Xiaomin Shi

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