Dynamic mean-variance portfolio selection based on stochastic benchmark

被引：0

作者：

Wang, Xiu-Guo ^{[1
]}

Wang, Yi-Dong ^{[1
]}

机构：

[1] School of Statistics and Mathematics, Central University of Finance and Economics, Beijing 100081, China

来源：

Kongzhi yu Juece/Control and Decision | 2014年 / 29卷 / 03期

关键词：

Random processes;

D O I：

10.13195/j.kzyjc.2012.1802

中图分类号：

学科分类号：

摘要：

引用

页码：499 / 505

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