Safety-first dynamic portfolio selection

Dynamics of Continuous, Discrete and Impulsive Systems Series B: Application and Algorithm

Volumn 4, Issue 4, 1998, Pages 585-600

  Li, Duan ^a   Chan, Tsz Fung ^a   Ng, Wan Lung ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Dynamic portfolio selection; Dynamic programming; Multi period safety first approach; Portfolio selection; Safety first approach

Indexed keywords

EID: 0002270790     PISSN: 14928760     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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