TY  - JOUR
AU  - Fischer, Markus
AU  - Livieri, Giulia
TI  - Continuous time mean-variance portfolio optimization through the mean field approach
JO  - ESAIM: Probability and Statistics
PY  - 2016
SP  - 30
EP  - 44
VL  - 20
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/ps/2016001/
DO  - 10.1051/ps/2016001
LA  - en
ID  - PS_2016__20__30_0
ER  -