|
|||||
|
|
Dynamic asset allocation with loss aversion in a jump-diffusion model |
|
| Authors: | Hui Mi Xiu-chun Bi Shu-guang Zhang |
| Institution: | Hui MI;Xiu-chun BI;Shu-guang ZHANG;School of Mathematical Sciences and Institute of Finance and Statistics, Nanjing Normal University;Department of Statistics and Finance, University of Science and Technology of China; |
| Abstract: | |
| Keywords: | |
| 本文献已被 CNKI SpringerLink 等数据库收录！ | |