Portfolio optimization with uncertain exit time in infinite-time horizon

✍ Scribed by Guo, Wen-jing; Cai, Jun

• Book ID: 121596260
• Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
• Year: 2013
• Tongue: English
• Weight: 235 KB
• Volume: 29
• Category: Article
• ISSN: 0168-9673
• DOI: 10.1007/s10255-013-0246-y