随机环境下长期储蓄者的最优约束投资策略与概率对冲
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
European Journal of Operational Research · 2022
被引 11
ABS 4
- Russell Gerrard
- Ioannis Kyriakou 通讯
- Jens Perch Nielsen
- Peter Vodička
金融经济学投资组合理论风险管理随机优化