@article{PS_2016__20__30_0,
     author = {Fischer, Markus and Livieri, Giulia},
     title = {Continuous time mean-variance portfolio optimization through the mean field approach},
     journal = {ESAIM: Probability and Statistics},
     pages = {30--44},
     publisher = {EDP-Sciences},
     volume = {20},
     year = {2016},
     doi = {10.1051/ps/2016001},
     mrnumber = {3528616},
     zbl = {1354.91143},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/ps/2016001/}
}