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

CHANG Hao;RONG Xi-min;ZHAO Hui

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (2) : 205-213.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (2) : 205-213. DOI: 10.12011/1000-6788(2011)2-205
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Dynamic asset allocation based on quadratic utility function in an incomplete financial market

  • CHANG Hao1,2, RONG Xi-min3, ZHAO Hui1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(2): 205-213 https://doi.org/10.12011/1000-6788(2011)2-205

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