文章基本信息
- 标题：Optimal Portfolio Control with Unknown Horizon
- 本地全文：下载
- 作者：Moawia Alghalith
- 期刊名称：Journal of Mathematical Finance
- 印刷版ISSN：2162-2434
- 电子版ISSN：2162-2442
- 出版年度：2012
- 卷号：2
- 期号：1
- 页码：41-42
- DOI：10.4236/jmf.2012.21005
- 出版社：Scientific Research Publishing
- 摘要：In this paper, we relax the assumption of a known time horizon in optimal control models.
- 关键词：Portfolio; Investment; Random Horizon; Stochastic
