Institution:数学学院
Title of Paper:Continuous-time mean-variance portfolio selection with random horizon in an incomplete market
Journal:Automatica
First Author:Siyu Lv
Correspondence Author:Zhiyong Yu
All the Authors:Zhen Wu
Document Code:E75973D11B274CE1AC4D6C865D1AA27B
Volume:69
Page Number:176-180
Translation or Not:No
Date of Publication:2016-07
Release Time:2016-05-28
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
Faculty/School : School of Mathematics
Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics
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