Large deviations and portfolio optimization

Physica A: Statistical Mechanics and its Applications

Volumn 256, Issue 1-2, 1998, Pages 251-283

  Sornette, Didier ^a,b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b INSTITUT NON LINÉAIRE DE NICE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; INSURANCE; INTEGRAL EQUATIONS; MATHEMATICAL MODELS; OPTIMIZATION;

PORTFOLIO OPTIMIZATION; RISK CONTROL;

STATISTICAL MECHANICS;

EID: 0032118243     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(98)00114-9     Document Type: Article

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