OPTIMAL INVESTMENT WITH MULTIPLE RISKY ASSETS UNDER SHORT-SELLING PROHIBITION IN A PERIODIC ENVIRONMENT

doi:10.1007/s11424-012-9198-1

Shanshan WANG,Chunsheng ZHANG

Journal of Systems Science & Complexity ›› 2012, Vol. 25 ›› Issue (4) : 691-706.

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Journal of Systems Science & Complexity ›› 2012, Vol. 25 ›› Issue (4) : 691-706. DOI: 10.1007/s11424-012-9198-1

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OPTIMAL INVESTMENT WITH MULTIPLE RISKY ASSETS UNDER SHORT-SELLING PROHIBITION IN A PERIODIC ENVIRONMENT

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2012, 25(4): 691-706 https://doi.org/10.1007/s11424-012-9198-1

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Received	Published
2009-07-17	2012-08-25
Issue Date
2012-08-21

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