薄立军
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RISK SENSITIVE PORTFOLIO OPTIMIZATION WITH DEFAULT CONTAGION AND
REGIME-SWITCHING
Release time:2021-07-23 Hits:
Impact Factor: 1.715
DOI number: 10.1137/18M1166274
Journal: SIAM JOURNAL ON CONTROL AND OPTIMIZATION
First Author: bolijun
Document Code: 000460129700015
Volume: 57
Issue: 1
Page Number: 366-401
ISSN No.: 0363-0129
Translation or Not: no
Date of Publication: 2018-11-30
Included Journals: SCI、SSCI