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DOI10.11721/CQNUJ20160226zbMath1363.91043MaRDI QIDQ2823729

Yongqiang Ji, Xuanhui Liu, Zongqi Sun, Siyuan Chen

Publication date: 6 October 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusion processes HJB equation threshold dividend strategy dynamic VaR constraint investment approach stochastic Lagrange function

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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