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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST
2012 28 (5):
457-470
ISSN: 1001-4268: CN: 31-1256 |
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Optimal Control for Utility Portfolio Selection with Liability |
Chang Hao, Rong Ximin |
Department of Mathematics, Tianjin Polytechnic University, School of Management, Tianjin University, School of Science, Tianjin University |
Received null Revised null Online 2012-10-26 |
Reference |
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Corresponding author: Chang Hao |
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