Robust Time-Consistent Portfolio Selection for an Investor under CEV Model with Inflation Influence
A robust time-consistent optimal investment strategy selection problem under inflation influence is investigated in this article. The investor may invest his wealth in a financial market, with the aim of increasing wealth. The financial market includes one risk-free asset, one risky asset, and one i...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2020-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2020/2359135 |