Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case

2005 ◽  
Vol 32 (1-2) ◽  
pp. 29-59 ◽  
Author(s):  
N. C. P. Edirisinghe
Author(s):  
A.A. Vashkevich ◽  
◽  
V.A. Shashel ◽  
A.S. Bochkov ◽  
V.V. Zhukov ◽  
...  

2004 ◽  
Vol 6 (2) ◽  
pp. 31-48 ◽  
Author(s):  
Nagisa Akutsu ◽  
Masaaki Kijima ◽  
Katsuya Komoribayashi

Sign in / Sign up

Export Citation Format

Share Document