中国科学技术大学薄立军--中文主页-- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching, (with H.F. Liao and X. Yu) SIAM Journal on Control and Optimization, Vol. 57(1), 366-401, 2019 [ Arxiv ]

薄立军 ( 教授 )
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Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching, (with H.F. Liao and X. Yu) SIAM Journal on Control and Optimization, Vol. 57(1), 366-401, 2019 [ Arxiv ]

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发布期刊链接：https://www.siam.org/publications/journals/siam-journal-on-control-and-optimization-sicon，，，https://arxiv.org/abs/1712.05676

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