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Title: Continuous Time Portfolio Selection under Conditional Capital at Risk
Authors: Dmitrasinovic-Vidovic, Gordana
Lari-Lavassani, Ali
Li, Xun
Ware, Antony
Issue Date: 2010
Publisher: Hindawi Publishing Corporation
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
Description: Article deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, May 19, 2011.
Appears in Collections:Dmitrasinovic-Vidovic, Gordana
Ware, Antony

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