Journal of Financial Risk Management

Vol.3 No.2(2014), Paper ID 46719, 10 pages

DOI:10.4236/jfrm.2014.32003

 

Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market

 

Yingying Xu, Zhuwu Wu

 

School of Science, China University of Mining and Technology, Xuzhou, China
School of Science, China University of Mining and Technology, Xuzhou, China School of Management, China University of Mining and Technology, Xuzhou, China

 

Copyright © 2014 Yingying Xu, Zhuwu Wu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Xu, Y. and Wu, Z. (2014) Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market. Journal of Financial Risk Management, 3, 19-28. doi: 10.4236/jfrm.2014.32003.

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