@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}, year = {2016}, publisher = {EDP Sciences}, volume = {20}, doi = {10.1051/ps/2016001}, mrnumber = {3528616}, zbl = {1354.91143}, language = {en}, url = {https://www.numdam.org/articles/10.1051/ps/2016001/} }