Optimal Consumption and Portfolio with Consistent Performance under Knight Uncertainty
TIAN Dejian; FANG Jie
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST . 2022, (3): 402 -412 .  DOI: 10.3969/j.issn.1001-4268.2022.03.006

Copyright © CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
Tel: 021-54345267　Fax: 021-54345058　E-mail: aps@stat.ecnu.edu.cn
Powered by Beijing Magtech Co. Ltd.