Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
| Year of publication: |
2008
|
|---|---|
| Authors: | Zhao, Yonggan ; Ziemba, William T. |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 185.2008, 3, p. 1525-1540
|
| Publisher: |
Elsevier |