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	Reaching goals under ambiguity: Continuous-time optimal portfolio selection
	Ji, Shaolin; Shi, Xiaomin
刊名	STATISTICS & PROBABILITY LETTERS
	2018
卷号	137页码:63-69
关键词	Optimal portfolio selection Reaching goals Ambiguity Min-max theorem
DOI	10.1016/j.spl.2018.01.010
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4578428
专题	山东大学
作者单位	1.Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China. 2.Shandong Univ, Inst Math
推荐引用方式 GB/T 7714	Ji, Shaolin,Shi, Xiaomin. Reaching goals under ambiguity: Continuous-time optimal portfolio selection[J]. STATISTICS & PROBABILITY LETTERS,2018,137:63-69.
APA	Ji, Shaolin,&Shi, Xiaomin.(2018).Reaching goals under ambiguity: Continuous-time optimal portfolio selection.STATISTICS & PROBABILITY LETTERS,137,63-69.
MLA	Ji, Shaolin,et al."Reaching goals under ambiguity: Continuous-time optimal portfolio selection".STATISTICS & PROBABILITY LETTERS 137(2018):63-69.

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