{"title":"文献综述:基于随机收益率、通货膨胀率和信用价差率的可违约资产动态投资组合策略建模","authors":"N. Rizal, S. Wiryono","doi":"10.7603/S40706-015-0022-5","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":366958,"journal":{"name":"GSTF Journal on Business Review (GBR)","volume":"4 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2015-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A Literature Review: Modelling Dynamic Portfolio Strategy under Defaultable Assets with Stochastic Rate of Return, Rate of Inflation and Credit Spread Rate\",\"authors\":\"N. Rizal, S. Wiryono\",\"doi\":\"10.7603/S40706-015-0022-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":366958,\"journal\":{\"name\":\"GSTF Journal on Business Review (GBR)\",\"volume\":\"4 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2015-12-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"GSTF Journal on Business Review (GBR)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.7603/S40706-015-0022-5\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"GSTF Journal on Business Review (GBR)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.7603/S40706-015-0022-5","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A Literature Review: Modelling Dynamic Portfolio Strategy under Defaultable Assets with Stochastic Rate of Return, Rate of Inflation and Credit Spread Rate