Mean-variance hedging under uncertain stock appreciation rates

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KOHLMANN, Michael, Shanjian TANG, 2002. Mean-variance hedging under uncertain stock appreciation rates. 8th International Conference on Advances in Communication and Control. Crete, Greece, 25. Jun 2001 - 29. Jun 2001. In: WELLS, William R., ed.. 8th International Conference on Advances in Communication and Control : telecommunications / signal processing ; June 25 - 29, 2001, Crete, Greece. 8th International Conference on Advances in Communication and Control. Crete, Greece, 25. Jun 2001 - 29. Jun 2001. New York:Optimization Software, pp. 15-22. ISBN 0-911575-78-2

@inproceedings{Kohlmann2002Meanv-25842, title={Mean-variance hedging under uncertain stock appreciation rates}, year={2002}, isbn={0-911575-78-2}, address={New York}, publisher={Optimization Software}, booktitle={8th International Conference on Advances in Communication and Control : telecommunications / signal processing ; June 25 - 29, 2001, Crete, Greece}, pages={15--22}, editor={Wells, William R.}, author={Kohlmann, Michael and Tang, Shanjian} }

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