Cite
HARVARD Citation
Xiong, J. et al. (2021). Mean–variance portfolio selection under partial information with drift uncertainty. Quantitative finance. 21 (9), pp. 1461-1473. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Xiong, J. et al. (2021). Mean–variance portfolio selection under partial information with drift uncertainty. Quantitative finance. 21 (9), pp. 1461-1473. [Online].