Dynamic asset allocation and asset pricing under generalized recursive smooth ambiguity model

GUO Rongyi, HE Junyong, ZHANG Shunming, JIANG Zhujing

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (5) : 1134-1146.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (5) : 1134-1146. DOI: 10.12011/1000-6788-2019-1314-13

Dynamic asset allocation and asset pricing under generalized recursive smooth ambiguity model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(5): 1134-1146 https://doi.org/10.12011/1000-6788-2019-1314-13

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