검색결과 : 1건
No. | Article |
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1 |
RISK SENSITIVE PORTFOLIO OPTIMIZATION WITH DEFAULT CONTAGION AND REGIME-SWITCHING Bo LJ, Liao HF, Yu X SIAM Journal on Control and Optimization, 57(1), 366, 2019 |
No. | Article |
---|---|
1 |
RISK SENSITIVE PORTFOLIO OPTIMIZATION WITH DEFAULT CONTAGION AND REGIME-SWITCHING Bo LJ, Liao HF, Yu X SIAM Journal on Control and Optimization, 57(1), 366, 2019 |