Continuous Time Portfolio Selection under Conditional Capital at Risk

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Dmitrasinovic_Vidovic_2010.pdf (2.37 MB)

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2010

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Hindawi Publishing Corporation

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Article deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, May 19, 2011.

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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

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http://hdl.handle.net/1880/48543

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