共 50 条
- [23] Annuitization and asset allocation under exponential utility INSURANCE MATHEMATICS & ECONOMICS, 2018, 79 : 167 - 183
- [24] Asset allocation under multivariate regime switching JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2007, 31 (11): : 3503 - 3544
- [28] Optimal Liquidation of an Asset under Drift Uncertainty SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2016, 7 (01): : 357 - 381
- [29] ASSET CHOICE UNDER UNCERTAINTY WITH BORROWING INTRODUCED WESTERN ECONOMIC JOURNAL, 1967, 5 (02): : 201 - 210
- [30] Risk-Based Dynamic Asset Allocation with Extreme Tails and Correlations JOURNAL OF PORTFOLIO MANAGEMENT, 2012, 38 (04): : 26 - +