A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION
Hanqing Jin, Zuo Quan Xu, Xun Yu ZhouVolume:
18
Year:
2008
Language:
english
Pages:
13
DOI:
10.1111/j.1467-9965.2007.00327.x
File:
PDF, 117 KB
english, 2008