Continuous time portfolio selection under conditional capital at risk.

Dmitrasinovic-Vidovic, Gordana; Lari-Lavassani, Ali; Li, Xun; Ware, Antony

Journal of Probability and Statistics (2010)

  • Volume: 2010, page Article ID 976371, 26 p.-Article ID 976371, 26 p.
  • ISSN: 1687-952X

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Dmitrasinovic-Vidovic, Gordana, et al. "Continuous time portfolio selection under conditional capital at risk.." Journal of Probability and Statistics 2010 (2010): Article ID 976371, 26 p.-Article ID 976371, 26 p.. <http://eudml.org/doc/233262>.

@article{Dmitrasinovic2010,
author = {Dmitrasinovic-Vidovic, Gordana, Lari-Lavassani, Ali, Li, Xun, Ware, Antony},
journal = {Journal of Probability and Statistics},
language = {eng},
pages = {Article ID 976371, 26 p.-Article ID 976371, 26 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Continuous time portfolio selection under conditional capital at risk.},
url = {http://eudml.org/doc/233262},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Dmitrasinovic-Vidovic, Gordana
AU - Lari-Lavassani, Ali
AU - Li, Xun
AU - Ware, Antony
TI - Continuous time portfolio selection under conditional capital at risk.
JO - Journal of Probability and Statistics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 976371, 26 p.
EP - Article ID 976371, 26 p.
LA - eng
UR - http://eudml.org/doc/233262
ER -

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