Optimal mean–variance selling strategies
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Optimal mean–variance selling strategies. / Pedersen, Jesper Lund; Peskir, Goran.
In: Mathematics and Financial Economics, Vol. 10, No. 2, 2016, p. 203-220.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Pedersen, JL & Peskir, G 2016, 'Optimal mean–variance selling strategies', Mathematics and Financial Economics, vol. 10, no. 2, pp. 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
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