Continuoustime Meanvariance Optimal Portfolio Selection with Regime Switching when Stock Prices Follow Geometric Levy Processes
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Continuoustime Meanvariance Optimal Portfolio Selection with Regime Switching when Stock Prices Follow Geometric Levy Processes
Acta Scientiarum Naturalium Universitatis SunYatseniVol. 50, Issue 1, Pages: 31-33(2011)
作者机构:
1. 中山大学数学与计算科学学院,广东,广州,510275
2.
作者简介:
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Published:2011,
Published Online:25 January 2011,
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WU Huiling, LI Zhongfei . Continuoustime Meanvariance 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:
WU Huiling, LI Zhongfei . Continuoustime Meanvariance 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:
Continuoustime Meanvariance Optimal Portfolio Selection with Regime Switching when Stock Prices Follow Geometric Levy Processes