Affiliation of Author(s): : 数学学院
Title of Paper: : Continuous-time mean-variance portfolio selection with random horizon
Journal: : Applied Mathematics and Optimization
First Author: : Zhiyong Yu
Indexed by: : Unit Twenty Basic Research
Document Code: : lw-145430
Volume: : 68
Issue: : 3
Page Number: : 333-359
Translation or Not: : no
Date of Publication: : 2013-12-01
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
Gender : Male
Alma Mater : 山东大学
Education Level : With Certificate of Graduation for Doctorate Study
Degree : Doctoral Degree in Science
Status : Employed
School/Department : 数学学院
Date of Employment : 2002-07-16
Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics
The Last Update Time : ..
