Optimal Consumption and Portfolio with Consistent Performance under Knight Uncertainty

TIAN Dejian; FANG Jie

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2022, Vol. 38 ›› Issue (3) : 402-412. DOI: 10.3969/j.issn.1001-4268.2022.03.006
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Optimal Consumption and Portfolio with Consistent Performance under Knight Uncertainty

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2022, 38(3): 402-412 https://doi.org/10.3969/j.issn.1001-4268.2022.03.006

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