多元随机波动的稳健时一致均值方差投资选择问题

IF 0.9 3区 经济学 Q3 BUSINESS, FINANCE
Tingjin Yan, Bingyan Han, Chi Seng Pun, H. Y. Wong
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引用次数: 0

摘要

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Robust time-consistent mean–variance portfolio selection problem with multivariate stochastic volatility
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来源期刊
Mathematics and Financial Economics
Mathematics and Financial Economics MATHEMATICS, INTERDISCIPLINARY APPLICATIONS -
CiteScore
2.80
自引率
6.20%
发文量
17
期刊介绍: The primary objective of the journal is to provide a forum for work in finance which expresses economic ideas using formal mathematical reasoning. The work should have real economic content and the mathematical reasoning should be new and correct.
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