Funder
National Natural Science Foundation of China
Basic and Applied Basic Research Foundation of Guangdong Province
Fujian Key Laboratory of Financial Information Processing
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research
Reference28 articles.
1. Knight, F.: Risk, Uncertainty, and Profit. Houghton Miffin, New York (1921)
2. Markowitz, H.: Porfolio selection. J. Financ. 7, 77–91 (1952)
3. Merton, R.C.: Lifetime portfolio selection under uncertainty: the continuous-time case. Rev. Econ. Stat. 51, 247–257 (1969)
4. Merton, R.C.: Optimum consumption and portfolio rules in a continuous-time model. J. Econ. Theory 3(4), 373–413 (1971)
5. Karatzas, I., Lehoczky, J.P., Sethi, S.P., Shreve, S.E.: Explicit solution of a general consumption/investemnt problem. Math. Oper. Res. 11, 261–294 (1986)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献