随机参数和随机资金流环境下基于二次效用函数的投资组合优化

常浩, 荣喜民

Portfolio Optimization with Random Parameters and Stochastic Cash Flow for Quadratic Utility Maximization

CHANG Hao, RONG Ximin

应用数学学报 . 2011, (4): 703 -711 . DOI: 10.12387/C2011077