Funder
National Natural Science Foundation of China
Natural Science Foundation of Guizhou Province
Subject
General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics
Reference34 articles.
1. Lifetime portfolio selection under uncertainty: the continuous-time case;Merton,1969
2. Optimum consumption and portfolio rules in a continuous-time model;Merton;J Econ Theory,1971
3. What good is a volatility model?;Engle,2007
4. Correlation risk and optimal portfolio choice;Buraschi;J Finance,2010
5. Optimal investment under multi-factor stochastic volatility;Escobar;Quant Finance,2017