| Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios | |
| Lv Siyu; Wu Zhen; Zhuang Yi | |
| 2015 | |
| 会议名称 | 34th Chinese Control Conference (CCC) |
| 会议日期 | JUL 28-30, 2015 |
| 关键词 | Recursive utility Mean-variance portfolio selection Maximum principle Forward-backward stochastic system Linear-convex optimal control problem |
| 页码 | 2446-2449 |
| 收录类别 | CPCI-S |
| 会议录 | 2015 34TH CHINESE CONTROL CONFERENCE (CCC)
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6035541 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Lv Siyu,Wu Zhen,Zhuang Yi. Recursive Mean-Variance Portfolio Choice Problems with Constrained Portfolios[C]. 见:34th Chinese Control Conference (CCC). JUL 28-30, 2015. |
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