검색결과 : 1건
| No. | Article |
|---|---|
| 1 |
UTILITY MAXIMIZATION IN A REGIME SWITCHING MODEL WITH CONVEX PORTFOLIO CONSTRAINTS AND MARGIN REQUIREMENTS: OPTIMALITY RELATIONS AND EXPLICIT SOLUTIONS Heunis AJ SIAM Journal on Control and Optimization, 53(4), 2608, 2015 |
| No. | Article |
|---|---|
| 1 |
UTILITY MAXIMIZATION IN A REGIME SWITCHING MODEL WITH CONVEX PORTFOLIO CONSTRAINTS AND MARGIN REQUIREMENTS: OPTIMALITY RELATIONS AND EXPLICIT SOLUTIONS Heunis AJ SIAM Journal on Control and Optimization, 53(4), 2608, 2015 |