Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
Chinese Journal of Engineering Mathematics
Optimal Portfolio of Hedge Funds with High Water Marks under Knightian Uncertainty
FEI Wei-yin, ZHU Tao-tao, FEI Chen
Chinese Journal of Engineering Mathematics . 2015, (6): 823 -834 .  DOI: 10.3969/j.issn.1005-3085.2015.06.004