Dynamic portfolio selection of risky assets under uncertain exit time and stochastic market environment

LI Zhong-fei, YAO Hai-xiang

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (11) : 2737-2747.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (11) : 2737-2747. DOI: 10.12011/1000-6788(2014)11-2737

Dynamic portfolio selection of risky assets under uncertain exit time and stochastic market environment

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(11): 2737-2747 https://doi.org/10.12011/1000-6788(2014)11-2737

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