Please use this identifier to cite or link to this item:
http://hdl.handle.net/1880/48543
|
View Statistics
|
| Title: | Continuous Time Portfolio Selection under Conditional Capital at Risk |
| Authors: | Dmitrasinovic-Vidovic, Gordana
Lari-Lavassani, Ali
Li, Xun
Ware, Antony |
| Issue Date: | 2010 |
| Institution: | University of Calgary |
| Faculty: | Science |
| Department: | Mathematics and Statistics |
| 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 |
| Publisher: | Hindawi Publishing Corporation |
| Publisher url: | http://www.hindawi.com/ |
| URI: | http://hdl.handle.net/1880/48543 |
| Description: | Article deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, May 19, 2011. |
| Type: | Article |
| Sponsorship: | Funding provided by the Open Access Authors Fund. |
| Appears in Collections: | Dmitrasinovic-Vidovic, Gordana
Ware, Antony
|
This item is licensed under a Creative Commons License
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.
|
