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
摘要
关键词
dynamic portfolio/model uncertainty/estimation risk/Bayesian analysisKey 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)