Template-Type: ReDIF-Paper 1.0 Title: Mean-variance in continuous time Author-Name: Duffie,Darrel Author-Name: Richardson,Henry Author-WorkPlace-Name: Duffie:Stanford University Richardson:Metron Inc. Keywords: Hedging,Continuously trade futures contracts,Optimal strategies Series: Sonderforschungsbereich 303 Creation-Date: 1989-01 Handle: RePEc:bon:bonsfa:223