Author:
Wu Huiling,Zeng Yan,Yao Haixiang
Funder
MOE Project of Key Research Institute of Humanities and Social Sciences at Universities
National Natural Science Foundation of China
Scientific and Technological Innovation Foundation of Guangdong Colleges and Universities
Natural Science Foundation of Guangdong Province
Fundamental Research Funds for the Central Universities
Subject
Economics and Econometrics
Reference22 articles.
1. Dynamic mean–variance asset allocation;Basak;Rev. Financ. Stud.,2010
2. Optimal investment decisions when time-horizon is uncertain;Blanchet-Scalliet;J. Math. Econ.,2008
3. Portfolio selection with hyperexponential utility functions;Bulmuş;OR Spectr.,2012
4. Optimal investment–consumption strategy in discrete-time model with regime switching;Cheung;Discret. Contin. Dyn. Syst.,2007
5. Multi-period portfolio optimization when exit time is uncertain;Guo;J. Manag. Sci. China,2005
Cited by
16 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