%0 Journal Article %1 journals/ors/ChenS12 %A Chen, Zhiping %A Song, Zhenxia %D 2012 %J OR Spectrum %K dblp %N 4 %P 885-919 %T Dynamic portfolio optimization under multi-factor model in stochastic markets. %U http://dblp.uni-trier.de/db/journals/ors/ors34.html#ChenS12 %V 34

@article{journals/ors/ChenS12, added-at = {2019-02-13T00:00:00.000+0100}, author = {Chen, Zhiping and Song, Zhenxia}, biburl = {https://www.bibsonomy.org/bibtex/27eb17c61d0c8aa0d10b363b4bd80897c/dblp}, ee = {https://doi.org/10.1007/s00291-012-0286-3}, interhash = {1526e4155d794594286e9656a0e5bc08}, intrahash = {7eb17c61d0c8aa0d10b363b4bd80897c}, journal = {OR Spectrum}, keywords = {dblp}, number = 4, pages = {885-919}, timestamp = {2019-02-14T11:37:36.000+0100}, title = {Dynamic portfolio optimization under multi-factor model in stochastic markets.}, url = {http://dblp.uni-trier.de/db/journals/ors/ors34.html#ChenS12}, volume = 34, year = 2012 }