中国科学院数学与系统科学研究院期刊网
JSSC
DYNAMIC PORTFOLIO CHOICE UNDER THE TIME-VARYING, JUMPS, AND KNIGHT UNCERTAINTY OF ASSET RETURN PROCESS
Chaolin HE ,Weidong MENG
DYNAMIC PORTFOLIO CHOICE UNDER THE TIME-VARYING, JUMPS, AND KNIGHT UNCERTAINTY OF ASSET RETURN PROCESS
Chaolin HE ,Weidong MENG
Journal of Systems Science and Complexity . 2012, (5): 896 -908 .  DOI: 10.1007/s11424-012-9367-2