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Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion
  • ISSN号：1862-4472
  • 期刊名称：Optimization Letters
  • 时间：0
  • 页码：-
  • 相关项目：保险公司时间不一致性决策模型与均衡策略研究
作者： Cui, Xiangyu|Xu, Lu|Zeng, Yan|
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保险公司时间不一致性决策模型与均衡策略研究
期刊论文 26
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