Continuous Time Portfolio Selection under Conditional Capital at Risk
Date
2010
Journal Title
Journal ISSN
Volume Title
Publisher
Hindawi Publishing Corporation
Abstract
Description
Article deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, May 19, 2011.
Keywords
Citation
Gordana Dmitrasinovic-Vidovic, Ali Lari-Lavassani, Xun Li, and Antony Ware, “Continuous Time Portfolio Selection under Conditional Capital at Risk,” Journal of Probability and Statistics, vol. 2010, Article ID 976371, 26 pages, 2010. doi:10.1155/2010/976371