Dynamic portfolio choice under uncertainty about asset return model

被引：0

作者：

Cbao-lin, H.E. ^{[1
]}

Wei-dong, Meng ^{[2
]}

机构：

[1] Department of Management Engineering, Anhui: University of Technology and Science, Wuhu 241000, China

[2] College of Economics and Business Administration, Chongqing University, Chongqing 400044, China

来源：

Journal of Donghua University (English Edition) | 2009年 / 26卷 / 06期

关键词：

Bayesian analysis - Bayesian rule - Closed form solutions - Composite index - Empirical studies - Investment horizon - Model parameters - Model uncertainties - ON dynamics - Optimal dynamics - Portfolio choice - Risk aversion - Risk model - Risky assets - Stochastic control - Stochastic diffusion models;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：645 / 650

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