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
收藏
页码：499 / 505
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