Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case

Author: Edirisinghe N.  

Publisher: Springer Publishing Company

ISSN: 0926-6003

Source: Computational Optimization and Applications, Vol.32, Iss.1-2, 2005-10, pp. : 29-59

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