Robust consumption portfolio optimization with stochastic differential utility

Automatica - Tập 133 - Trang 109835 - 2021
Jiangyan Pu1, Qi Zhang2,3
1School of Finance, Shanghai Lixin University of Accounting and Finance, Shanghai 201209, China
2School of Mathematical Sciences, Fudan University, Shanghai, 200433, China
3Laboratory of Mathematics for Nonlinear Science, Fudan University, Shanghai 200433, China

Tài liệu tham khảo

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