数学杂志2010,Vol.30Issue(4):622-628,7.
带有消费的最优财富追踪问题
THE OPTIMAL WEALTH TRACKING PROBLEM WITH CONSUMPTION
摘要
关键词
投资组合选择/财富追踪/消费/HJB方程Key words
Portfolio selection/wealth tracking/consumption/HJB equation分类
数学引用本文复制引用
罗葵,王光明,胡亦钧..带有消费的最优财富追踪问题[J].数学杂志,2010,30(4):622-628,7.基金项目
Supported by the National Natural Science Foundation of China (10671149) (10671149)
the Ministry of Education of China (NCET-04-0667). (NCET-04-0667)