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Article: Time Consistent Portfolio Selection Under Short-Selling Prohibition: from Discrete to Continuous Setting

TitleTime Consistent Portfolio Selection Under Short-Selling Prohibition: from Discrete to Continuous Setting
Authors
Issue Date2014
PublisherSIAM.
Citation
SIAM Journal on Financial Mathematics, 2014, v. 5 n. 1, p. 153-190 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/217074

 

DC FieldValueLanguage
dc.contributor.authorBensoussan, A-
dc.contributor.authorWONG, KC-
dc.contributor.authorYam, P-
dc.contributor.authorYung, SP-
dc.date.accessioned2015-09-18T05:47:30Z-
dc.date.available2015-09-18T05:47:30Z-
dc.date.issued2014-
dc.identifier.citationSIAM Journal on Financial Mathematics, 2014, v. 5 n. 1, p. 153-190-
dc.identifier.urihttp://hdl.handle.net/10722/217074-
dc.languageeng-
dc.publisherSIAM.-
dc.relation.ispartofSIAM Journal on Financial Mathematics-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.titleTime Consistent Portfolio Selection Under Short-Selling Prohibition: from Discrete to Continuous Setting-
dc.typeArticle-
dc.identifier.emailYung, SP: spyung@hku.hk-
dc.identifier.authorityYung, SP=rp00838-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.1137/130914139-
dc.identifier.hkuros253770-
dc.identifier.volume5-
dc.identifier.issue1-
dc.identifier.spage153-
dc.identifier.epage190-
dc.publisher.placeUSA-

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