Optimal Dynamic Portfolio Selection under Safety-First Criterion

Zhong Fei LI;Jing YAO

Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (1) : 41-45.

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Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (1) : 41-45. DOI: 10.12011/1000-6788(2004)1-41
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Optimal Dynamic Portfolio Selection under Safety-First Criterion

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2004, 24(1): 41-45 https://doi.org/10.12011/1000-6788(2004)1-41

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