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- W957273257 abstract "关于最大化终端公事包财富的用途的一个投资者的动态公事包选择上的随机的散开模型的无常的效果被学习。获得最佳的动态公事包的靠近形式的解决方案使用了随机的控制方法，并且使用了贝叶斯的规则估计在上海的二件不同样品上做实验研究的模型参数交换复合指数。结果表演，在公事包的积极或否定的 hedging 需求的模型无常结果，它取决于投资者的态度向冒险；模型无常的效果与增加投资地平线是更重要的，投资者的风险厌恶度，并且信息减少减少；同时，危险财产回来的可预测性在公事包增加它的分配模型无常的效果也加强。" @default.
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- W957273257 date "2009-01-01" @default.
- W957273257 modified "2023-09-23" @default.
- W957273257 title "Dynamic Portfolio Choice under Uncertainty about Asset Return Model" @default.
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