Author: Raju I. Venkat Appal
Publisher: Inderscience Publishers
ISSN: 2049-0909
Source: International Journal of Financial Engineering and Risk Management, Vol.1, Iss.2, 2013-08, pp. : 170-192
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
Optimal investment under dynamic risk constraints and partial information
By Putschögl Wolfgang Sass Jörn
Quantitative Finance, Vol. 11, Iss. 10, 2011-10 ,pp. :
Asymptotics of the probability of minimizing 'down-side' risk under partial information
By Nagai Hideo
Quantitative Finance, Vol. 11, Iss. 5, 2011-05 ,pp. :