"Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise ..."

Xing Jin, Dan Luo, Xudong Zeng (2018)

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DOI: 10.1287/MOOR.2017.0854

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type: Journal Article

metadata version: 2025-08-22

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Xing Jin, Dan Luo, Xudong Zeng:
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach. Math. Oper. Res. 43(2): 347-376 (2018)

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