"Calculating risk neutral probabilities and optimal portfolio policies in a ..."

Yonggan Zhao, William T. Ziemba (2008)

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DOI: 10.1016/J.EJOR.2006.09.002

access: closed

type: Journal Article

metadata version: 2020-02-21

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Yonggan Zhao, William T. Ziemba:
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control. Eur. J. Oper. Res. 185(3): 1525-1540 (2008)

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