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赵慧

  • 教师名称:赵慧
  • 教师拼音名称:Zhao Hui
  • 出生日期:1984-01-29
  • 性别:
  • 学科:Mathematical Finance
  • 职称:副教授

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On the constant elasticity of variance model for the utility maximization problem with multiple risky assets

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发表刊物:IMA Journal of Management Mathematics

合写作者:Hui Zhao, Ximin Rong

第一作者:Hui Zhao

论文类型:Unit Twenty Basic Research

通讯作者:Ximin Rong

卷号:28

期号:2

页面范围:299-320

是否译文:

CN号:null

上一条:Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk 下一条:Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security

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