不完全金融市场下基于二次效用函数的动态资产分配

常浩;荣喜民;赵慧

Dynamic asset allocation based on quadratic utility function in an incomplete financial market

CHANG Hao;RONG Xi-min;ZHAO Hui

系统工程理论与实践 . 2011, (2): 205 -213 . DOI: 10.12011/1000-6788(2011)2-205