OPTIMAL MULTI-ASSET INVESTMENT WITH NO-SHORTING CONSTRAINTUNDER MEAN-VARIANCE CRITERION FOR AN INSURER

Junna BI;Junyi GUO;Lihua BAI

Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (2) : 291-307.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (2) : 291-307. DOI: 10.1007/s11424-011-8014-7
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OPTIMAL MULTI-ASSET INVESTMENT WITH NO-SHORTING CONSTRAINTUNDER MEAN-VARIANCE CRITERION FOR AN INSURER

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2011, 24(2): 291-307 https://doi.org/10.1007/s11424-011-8014-7

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