Continuous time portfolio selection under conditional capital at risk.
Dmitrasinovic-Vidovic, Gordana ; Lari-Lavassani, Ali ; Li, Xun ; Ware, Antony
Journal of Probability and Statistics, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/976371
EUDML-ID : urn:eudml:doc:233262 
@article{05822180,
     title = {Continuous time portfolio selection under conditional capital at risk.},
     journal = {Journal of Probability and Statistics},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/976371},
     zbl = {1200.91279},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05822180}
}

Dmitrasinovic-Vidovic, Gordana; Lari-Lavassani, Ali; Li, Xun; Ware, Antony. Continuous time portfolio selection under conditional capital at risk.. Journal of Probability and Statistics, Tome 2010 (2010) . doi : 10.1155/2010/976371. http://gdmltest.u-ga.fr/item/05822180/