DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS
Year of publication: |
2011
|
---|---|
Authors: | DMITRAŠINOVIĆ-VIDOVIĆ, GORDANA ; LARI-LAVASSANI, ALI ; LI, XUN ; WARE, ANTONY |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 14.2011, 06, p. 957-977
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Continuous-time | portfolio selection | portfolio optimization | capital at risk | short-selling |
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