Asymptotics of the probability of minimizing 'down-side' risk under partial information

Author: Nagai Hideo  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.11, Iss.5, 2011-05, pp. : 789-803

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract