Better than pre-committed optimal mean-variance policy in a jump diffusion market

Yun Shi, Xun Li, Xiangyu Cui

Research output: Journal article publicationJournal articleAcademic researchpeer-review

3 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Better than pre-committed optimal mean-variance policy in a jump diffusion market'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance

Mathematics