Output details
10 - Mathematical Sciences
London School of Economics and Political Science
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Output 0 of 0 in the submission
Article title
Cone-constrained continuous-time Markowitz problems
Type
D - Journal article
Title of journal
The Annals of Applied Probability
Article number
-
Volume number
23
Issue number
2
First page of article
764
ISSN of journal
1050-5164
Year of publication
2013
URL
Number of additional authors
1
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-