Optimal stopping investment in a logarithmic utility-based portfolio selection problem
Crossref DOI link: https://doi.org/10.1186/s40854-017-0080-y
Published Online: 2017-11-17
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Xun http://orcid.org/0000-0003-0493-417X
Wu, Xianping
Zhou, Wenxin
Funding for this research was provided by:
Hong Kong RGC (519913 and 15224215)
National Natural Science Foundation of China (11571124)
License valid from 2017-11-17