Continuous Time Portfolio Selection under Conditional Capital at Risk

Simple item page
dc.contributor.authorDmitrasinovic-Vidovic, Gordanaeng
dc.contributor.authorLari-Lavassani, Alieng
dc.contributor.authorLi, Xuneng
dc.contributor.authorWare, Antonyeng
dc.date.accessioned2011-05-19T21:02:35Z
dc.date.available2011-05-19T21:02:35Z
dc.date.issued2010
dc.descriptionArticle deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, May 19, 2011.eng
dc.description.refereedYeseng
dc.description.sponsorshipFunding provided by the Open Access Authors Fund.eng
dc.identifier.citationGordana 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:10.1155/2010/976371eng
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/35065
dc.identifier.urihttp://hdl.handle.net/1880/48543
dc.language.isoengeng
dc.publisherHindawi Publishing Corporationeng
dc.publisher.corporateUniversity of Calgaryeng
dc.publisher.facultyScienceeng
dc.publisher.urlhttp://www.hindawi.com/eng
dc.rightsAttribution Non-Commercial 3.0 Unported*
dc.rights.urihttp://creativecommons.org/licenses/by-nc/3.0/*
dc.titleContinuous Time Portfolio Selection under Conditional Capital at Riskeng
dc.typejournal article
thesis.degree.disciplineMathematics and Statisticseng
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
Dmitrasinovic_Vidovic_2010.pdf
Size:
2.37 MB
Format:
Adobe Portable Document Format
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.86 KB
Format:
Item-specific license agreed upon to submission
Description:
Download
Collections
Science Research & Publications