附最低保證下之最適資產配置
碩士 === 國立政治大學 === 風險管理與保險研究所 === 92 === In this study, we consider a portfolio selection problem for long-term investors. Dynamic investment strategy with the continuous-time framework incorporating the minimum guarantees are constructed. Maximizing expected utility of the terminal wealth is emp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96546055220785059493 |
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