Optimal Control of the Investment Portfolio with Respect to the Quantile Criterion

Author: Grigor'ev P. V.   Kan Yu. S.  

Publisher: MAIK Nauka/Interperiodica

ISSN: 0005-1179

Source: Automation and Remote Control, Vol.65, Iss.2, 2004-02, pp. : 319-336

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