Showing results 1 to 3 of 3
| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Characterization of weak no-arbitrage in frictional markets Proceeding/Conference:International Conference on Optimization | 2001 | 106 | ||
Continuous-time optimal portfolio selection using mean-CaR models Journal:Nonlinear Dynamics and Systems Theory | 2007 | 89 | ||
Optimal dynamic portfolio selection with earnings-at-risk Journal:Journal of Optimization Theory and Applications | 2007 | 147 |