An Investor's Optimal Portfolio with Rare Events and Model Uncertainty under Inflation

Fei Weiyin, Xia Dengfeng, Liu Peng

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PDF(656 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2014, Vol. 30 ›› Issue (3) : 322-336.
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An Investor's Optimal Portfolio with Rare Events and Model Uncertainty under Inflation

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