文章基本信息
- 标题：Optimal Stopping of Active Portfolio Management
- 本地全文：下载
- 作者：Kyoung Jin Choi ; Hyeng Keun Koo ; Do Young Kwak 等
- 期刊名称：Annals of Economics and Finance
- 电子版ISSN：1529-7373
- 出版年度：2004
- 卷号：5
- 期号：1
- 出版社：Peking University Press
- 关键词：Consumption-portfolio selection; Active management; Passive management; Discretionary stopping time; Recursive utility; Stochastic differential utility; Optimal switching; Ambiguity
