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Dynamic Portfolio Choice under Time-Varying,Jumps,and Knight Uncertainty of Asset Return Process

HE Chao-lin MENG Wei-dong

东华大学学报（英文版）2010，Vol.27Issue(5)：720-726,7.

Dynamic Portfolio Choice under Time-Varying,Jumps,and Knight Uncertainty of Asset Return Process

HE Chao-lin ¹MENG Wei-dong²

作者信息

1. School of Management Engineering,Anhui Polytechnic University,Wuhu 241000,China
2. College of Economics and Business Administration,Chongging University,Chonggin 400044,China
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摘要

关键词

dynamic portfolio/time-varying/jumps/night uncertainty

Key words

dynamic portfolio/time-varying/jumps/night uncertainty

分类

管理科学

引用本文复制引用

HE Chao-lin,MENG Wei-dong..Dynamic Portfolio Choice under Time-Varying,Jumps,and Knight Uncertainty of Asset Return Process[J].东华大学学报（英文版）,2010,27(5):720-726,7.

基金项目

Key Program of Natural Science Research of High Education,Anhui Province of China (No.KJ2010A154) （No.KJ2010A154）

东华大学学报（英文版）

ISSN：1672-5220

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