DYNAMIC PORTFOLIO CHOICE UNDER THE TIME-VARYING, JUMPS, AND KNIGHT UNCERTAINTY OF ASSET RETURN PROCESS

Chaolin HE ,Weidong MENG

Journal of Systems Science & Complexity ›› 2012, Vol. 25 ›› Issue (5) : 896-908.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2012, Vol. 25 ›› Issue (5) : 896-908. DOI: 10.1007/s11424-012-9367-2
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DYNAMIC PORTFOLIO CHOICE UNDER THE TIME-VARYING, JUMPS, AND KNIGHT UNCERTAINTY OF ASSET RETURN PROCESS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2012, 25(5): 896-908 https://doi.org/10.1007/s11424-012-9367-2

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