Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
Year of publication: |
2008
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Authors: | Zhao, Yonggan ; Ziemba, William T. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 185.2008, 3, p. 1525-1540
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