Optimal mean–variance selling strategies

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Standard

Optimal mean–variance selling strategies. / Pedersen, Jesper Lund; Peskir, Goran.

I: Mathematics and Financial Economics, Bind 10, Nr. 2, 2016, s. 203-220.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Pedersen, JL & Peskir, G 2016, 'Optimal mean–variance selling strategies', Mathematics and Financial Economics, bind 10, nr. 2, s. 203-220. https://doi.org/10.1007/s11579-015-0156-2

APA

Pedersen, J. L., & Peskir, G. (2016). Optimal mean–variance selling strategies. Mathematics and Financial Economics, 10(2), 203-220. https://doi.org/10.1007/s11579-015-0156-2

Vancouver

Pedersen JL, Peskir G. Optimal mean–variance selling strategies. Mathematics and Financial Economics. 2016;10(2):203-220. https://doi.org/10.1007/s11579-015-0156-2

Author

Pedersen, Jesper Lund ; Peskir, Goran. / Optimal mean–variance selling strategies. I: Mathematics and Financial Economics. 2016 ; Bind 10, Nr. 2. s. 203-220.

Bibtex

@article{5a48b6c4224649468efd0b62929bcd75,
title = "Optimal mean–variance selling strategies",
author = "Pedersen, {Jesper Lund} and Goran Peskir",
year = "2016",
doi = "10.1007/s11579-015-0156-2",
language = "English",
volume = "10",
pages = "203--220",
journal = "Mathematics and Financial Economics",
issn = "1862-9679",
publisher = "Springer",
number = "2",

}

RIS

TY - JOUR

T1 - Optimal mean–variance selling strategies

AU - Pedersen, Jesper Lund

AU - Peskir, Goran

PY - 2016

Y1 - 2016

U2 - 10.1007/s11579-015-0156-2

DO - 10.1007/s11579-015-0156-2

M3 - Journal article

VL - 10

SP - 203

EP - 220

JO - Mathematics and Financial Economics

JF - Mathematics and Financial Economics

SN - 1862-9679

IS - 2

ER -

ID: 156852072