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MEAN-VARIANCE PORTFOLIO SELECTION FOR PARTIALLY OBSERVED POINT PROCESSES
Release time:2023-08-25  Hits:

DOI number:10.1137/19M1265491
Affiliation of Author(s):数学学院
Funded by:其他课题
First Author:Xiong, Jie
Co-author:Zeng, Yong,zhangshuaiqi
Indexed by:会议论文
Document Code:5b5bb294806a161401808eb58e0428d6
Volume:卷: 58期: 6页: 3041-3061
ISSN No.:0363-0129
Translation or Not:no
Date of Publication:2020-01-01