Browsing by Author Deng, XT

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Showing results 1 to 3 of 3
TitleAuthor(s)Issue DateViews
 
Characterization of weak no-arbitrage in frictional markets
Proceeding/Conference:International Conference on Optimization
2001
51
 
Continuous-time optimal portfolio selection using mean-CaR models
Journal:Nonlinear Dynamics and Systems Theory
2007
53
 
Optimal dynamic portfolio selection with earnings-at-risk
Journal:Journal of Optimization Theory and Applications
2007
73