Affiliation of Author(s): : 数学学院
Title of Paper: : Continuous-time mean-variance portfolio selection with random horizon in an incomplete market
Journal: : Automatica
All the Authors: : Zhen Wu
First Author: : Siyu Lv
Indexed by: : Unit Twenty Basic Research
Correspondence Author: : Zhiyong Yu
Document Code: : E75973D11B274CE1AC4D6C865D1AA27B
Volume: : 69
Page Number: : 176-180
Translation or Not: : no
Date of Publication: : 2016-07-01
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 : ..
