标题:Mean-variance portfolio selection with discontinuous prices and random horizon in an incomplete market
作者:Wang, Haiyang ;Wu, Zhen
作者机构:[Wang, Haiyang ] School of Mathematics and Statistics, Shandong Normal University, Jinan; 250014, China;[Wu, Zhen ] School of Mathematics, Shandong Un 更多
通讯作者:Wu, Zhen
通讯作者地址:[Wu, Z] School of Mathematics, Shandong UniversityChina;
来源:Science China Information Sciences
出版年:2020
卷:63
期:7
DOI:10.1007/s11432-018-9531-7
摘要:[无可用摘要]
收录类别:EI;SCOPUS
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85074266439&doi=10.1007%2fs11432-018-9531-7&partnerID=40&md5=7dee269aff4066892e4419a1cf044a75
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