Dynamic Portfolio Selection with Stochastic Interest Rates for Quadratic Utility Maximizing

Chang Hao,Chang Kai

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PDF(184 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2012, Vol. 28 ›› Issue (3) : 301-310.
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Dynamic Portfolio Selection with Stochastic Interest Rates for Quadratic Utility Maximizing

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