Optimal Control for Utility Portfolio Selection with Liability

Optimal Control for Utility Portfolio Selection with Liability

Chang Hao, Rong Ximin

PDF(240 KB)

PDF(240 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2012, Vol. 28 ›› Issue (5) : 457-470.

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Optimal Control for Utility Portfolio Selection with Liability

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