Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Gordana Dmitrašinović-Vidović; Ali Lari-Lavassani; Xun Li; Antony Ware
| Year of publication: |
2011
|
|---|---|
| Authors: | Dmitrašinović-Vidović, Gordana ; Lari-Lavassani, Ali ; Li, Xun ; Ware, Antony |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 6, p. 957-977
|
| Subject: | Continuous-time | portfolio selection | portfolio optimization | capital at risk | short-selling | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009380979