![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Djehiche Boualem Hamadène Said Morlais Marie-Amélie
Publisher: Taylor & Francis Ltd
ISSN: 1744-2508
Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.83, Iss.4-6, 2011-08, pp. : 431-448
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
MATHEMATICAL FINANCE, Vol. 25, Iss. 2, 2015-04 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Solving optimal investment problems with structured products under CVaR constraints
By Korn Ralf
Optimization, Vol. 58, Iss. 3, 2009-04 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK
MATHEMATICAL FINANCE, Vol. 26, Iss. 4, 2016-10 ,pp. :