Cite
MLA Citation
Jie Xiong et al.. “Mean–variance portfolio selection under partial information with drift uncertainty.” Quantitative finance, vol. 21, no. 9, 2021, pp. 1461–1473. http://access.bl.uk/ark:/81055/vdc_100142331105.0x000020
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Jie Xiong et al.. “Mean–variance portfolio selection under partial information with drift uncertainty.” Quantitative finance, vol. 21, no. 9, 2021, pp. 1461–1473. http://access.bl.uk/ark:/81055/vdc_100142331105.0x000020