Journal of Mathematical Finance
Vol.7 No.3(2017), Paper ID 78848, 18 pages
DOI:10.4236/jmf.2017.73040
Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis
Jun Qi, Lan Yi
Management School, Jinan University, Guangzhou, China Management School, Jinan University, Guangzhou, China
Copyright © 2017 Jun Qi, Lan Yi 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.
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