scientific article; zbMATH DE number 6501621

DOI10.7699/J.YNNU.NS-2015-025MaRDI QIDQ3196155zbMATH OpenFDO

Authors Dan Lei, Yuanchang Wang, Fen Zhang

Publication date 28 October 2015

zbMATH Keywords

stochastic optimal controlstochastic interest rateoptimum investment proportion

Mathematics Subject Classification ID

Portfolio theory (91G10) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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