JMF  Vol.2 No.1 , February 2012
Optimal Portfolio Control with Unknown Horizon
Abstract: In this paper, we relax the assumption of a known time horizon in optimal control models.
Cite this paper: M. Alghalith, "Optimal Portfolio Control with Unknown Horizon," Journal of Mathematical Finance, Vol. 2 No. 1, 2012, pp. 41-42. doi: 10.4236/jmf.2012.21005.

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