Optimal Portfolio Strategies Under the Environment with Uncertainties

碩士 === 國立中央大學 === 統計研究所 === 101 === Mostly, investors fail to accurately determine the length of the investment horizon. In many cases, the investment will stop because of some unexpected accidents such as the death of the agent. But sometimes they may have other informations related to the length o...

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Bibliographic Details
Main Authors: Chengwei Qin, 秦承偉
Other Authors: Cheng-Der Fuh
Format: Others
Language:en_US
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/33165452395868015069