Title of article
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
Author/Authors
Yonggan Zhao، نويسنده , , William T. Ziemba، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
16
From page
1525
To page
1540
Keywords
Risk neutral probabilities , Dynamic investment model , Multiperiod stochastic programming
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217393
Link To Document