Continuous Time Portfolio Selection under Conditional Capital at Risk
Dmitrasinovic-Vidovic, Gordana, Lari-Lavassani, Ali, Li, Xun, Ware, AntonyVolume:
2010
Year:
2010
Language:
english
Journal:
Journal of Probability and Statistics
DOI:
10.1155/2010/976371
File:
PDF, 1.98 MB
english, 2010