Dynamic Asset Allocation with Loss Aversion in a Jump-diffusion Model

Hui MI, Xiu-chun BI, Shu-guang ZHANG

Acta Mathematicae Applicatae Sinica(English Series) ›› 2015, Vol. 31 ›› Issue (2) : 557-566.

PDF(155 KB)
中国科学院数学与系统科学研究院期刊网
PDF(155 KB)
Acta Mathematicae Applicatae Sinica(English Series) ›› 2015, Vol. 31 ›› Issue (2) : 557-566. DOI: 10.1007/s10255-015-0485-1
ARTICLES

Dynamic Asset Allocation with Loss Aversion in a Jump-diffusion Model

  • {{article.zuoZhe_EN}}
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(English Series), 2015, 31(2): 557-566 https://doi.org/10.1007/s10255-015-0485-1

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(155 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉