RUIN PROBLEMS AND MYOPIC PORTFOLIO OPTIMIZATION IN CONTINUOUS TRADING

被引：8
|
作者：
AASE, KK [1 ]
机构：
[1] NORWEGIAN SCH ECON & BUSINESS ADM,N-5000 BERGEN,NORWAY
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1986年 / 21卷 / 02期
关键词：
D O I：
10.1016/0304-4149(86)90097-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：213 / 227
页数：15
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