随机现金流下广义多期投资组合优化的预先承诺策略与时间一致策略

Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows

Insurance Mathematics and Economics · 2016
被引 21
ABS 3
投资组合优化金融工程随机现金流动态不一致性数学优化