您当前的位置:
首页 >
文章列表页 >
Continuoustime Meanvariance Optimal Portfolio Selection with Regime Switching when Stock Prices Follow Geometric Levy Processes
更新时间:2023-12-11
    • Continuoustime Meanvariance Optimal Portfolio Selection with Regime Switching when Stock Prices Follow Geometric Levy Processes

    • Acta Scientiarum Naturalium Universitatis SunYatseni   Vol. 50, Issue 1, Pages: 31-33(2011)
    • Published:2011

      Published Online:25 January 2011

    扫 描 看 全 文

  • WU Huiling, LI Zhongfei . Continuoustime Meanvariance Optimal Portfolio Selection with Regime Switching when Stock Prices Follow Geometric Levy Processes. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 50(1):31-33(2011) DOI:

  •  
  •  

0

Views

138

下载量

0

CSCD

Alert me when the article has been cited
提交
Tools
Download
Export Citation
Share
Add to favorites
Add to my album

Related Articles

No data

Related Author

No data

Related Institution

No data
0