Continuous Time Portfolio Selection under Conditional Capital at Risk

Dmitrasinovic-Vidovic, GordanaLari-Lavassani, AliLi, XunWare, Antony2011-05-192011-05-192010Gordana 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:10.1155/2010/976371http://hdl.handle.net/1880/48543Article deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, May 19, 2011.engAttribution Non-Commercial 3.0 UnportedContinuous Time Portfolio Selection under Conditional Capital at Riskjournal article10.11575/PRISM/35065