共 50 条
- [2] An Approximate Solution for Optimal Portfolio in Incomplete Markets MATHEMATICAL CONTROL THEORY AND FINANCE, 2008, : 293 - 310
- [3] Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets REVIEW OF FINANCIAL STUDIES, 2005, 18 (04): : 1369 - 1402
- [6] OPTIMAL PORTFOLIO CHOICE UNDER INCOMPLETE INFORMATION JOURNAL OF FINANCE, 1986, 41 (03): : 733 - 746
- [10] OPTIMAL PORTFOLIO CHOICE UNDER INCOMPLETE INFORMATION - DISCUSSION JOURNAL OF FINANCE, 1986, 41 (03): : 746 - 749