Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

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Cite
Zhou, X. Y., and D. Li. “Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework”. Applied Mathematics &Amp; Optimization, vol. 42, no. 1, 2000, pp. 19-33, https://doi.org/10.1007/s002450010003.
Zhou, X. Y., & Li, D. (2000). Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework. Applied Mathematics &Amp; Optimization, 42(1), 19-33. https://doi.org/10.1007/s002450010003
Zhou XY, Li D. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework. Applied Mathematics & Optimization. 2000;42(1):19-33.
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Mathematics
Technology
Technology (General)
Industrial engineering
Management engineering
Applied mathematics
Quantitative methods
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Citations Analysis
Category Category Repetition
Science: Mathematics338
Technology: Engineering (General). Civil engineering (General)189
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods154
Technology: Manufactures: Production management. Operations management133
Social Sciences: Economic theory. Demography: Economics as a science127
Social Sciences: Commerce: Business124
Social Sciences: Statistics102
Social Sciences: Finance99
Technology: Mechanical engineering and machinery95
Science: Mathematics: Probabilities. Mathematical statistics80
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics65
Technology: Technology (General): Industrial engineering. Management engineering32
Science: Mathematics: Instruments and machines: Electronic computers. Computer science30
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks27
Social Sciences: Commerce: Business: Personnel management. Employment management15
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software6
Science: Science (General)6
Science: Physics5
Social Sciences: Sociology (General)5
Social Sciences: Finance: Insurance5
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware4
Science: Science (General): Cybernetics: Information theory4
Social Sciences3
Science3
Social Sciences: Commerce: Business: Accounting. Bookkeeping3
Science: Mathematics: Instruments and machines3
Medicine: Internal medicine: Special situations and conditions: Industrial medicine. Industrial hygiene2
Medicine2
Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases2
Social Sciences: Industries. Land use. Labor: Management. Industrial management1
Science: Physics: Optics. Light1
Technology: Chemical technology1
Technology: Electrical engineering. Electronics. Nuclear engineering: Materials of engineering and construction. Mechanics of materials1
Technology: Mechanical engineering and machinery: Control engineering systems. Automatic machinery (General)1
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics1
Technology: Manufactures1
Technology: Technology (General): Industrial engineering. Management engineering: Information technology1
Technology: Chemical technology: Chemical engineering1
Science: Chemistry1
Law: Law in general. Comparative and uniform law. Jurisprudence: Comparative law. International uniform law: Public finance1
Political science: International relations1
Technology1
The category Science: Mathematics 338 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II and was published in 2000. The most recent citation comes from a 2024 study titled Portfolio Selection with Contrarian Strategy. This article reached its peak citation in 2022, with 58 citations. It has been cited in 181 different journals, 12% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 71 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year