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

CHANG Hao, RONG Ximin

Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (4) : 703-711.

PDF(333 KB)
中国科学院数学与系统科学研究院期刊网
PDF(333 KB)
Acta Mathematicae Applicatae Sinica ›› 2011, Vol. 34 ›› Issue (4) : 703-711. DOI: 10.12387/C2011077

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

  • CHANG Hao1,2, RONG Ximin1
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2011, 34(4): 703-711 https://doi.org/10.12387/C2011077

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(333 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉