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Dynamic Portfolio Choice under Uncertainty about Asset Return Model

HE Chao-lin MENG Wei-dong

东华大学学报(英文版)2009,Vol.26Issue(6):645-650,6.
东华大学学报(英文版)2009,Vol.26Issue(6):645-650,6.

Dynamic Portfolio Choice under Uncertainty about Asset Return Model

Dynamic Portfolio Choice under Uncertainty about Asset Return Model

HE Chao-lin 1MENG Wei-dong2

作者信息

  • 1. Department of Management Engineering,Anhui University of Technology and Science,Wuhu 241000,China
  • 2. College of Econoraics and Business Administration,Chongqing University,Chongqing 400044,China
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摘要

关键词

dynamic portfolio/model uncertainty/estimation risk/Bayesian analysis

Key words

dynamic portfolio/model uncertainty/estimation risk/Bayesian analysis

分类

管理科学

引用本文复制引用

HE Chao-lin,MENG Wei-dong..Dynamic Portfolio Choice under Uncertainty about Asset Return Model[J].东华大学学报(英文版),2009,26(6):645-650,6.

基金项目

Foundation item:Key program of Natural Science Research of High Education of Anhui Province of China(No. KJ2009A157) (No. KJ2009A157)

东华大学学报(英文版)

1672-5220

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