Title of article :
Dynamic portfolio selection with process control
Author/Authors :
Leonard MacLean، نويسنده , , Yonggan Zhao، نويسنده , , William Ziemba، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Growth and security , Fractional Kelly strategy , Process control , Dynamic portfolio selection , Risk control strategies , Conditional value-at-risk , Value-at-Risk
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
