검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
DYNAMIC MEAN-LPM AND MEAN-CVAR PORTFOLIO OPTIMIZATION IN CONTINUOUS-TIME Gao JJ, Zhou K, Li D, Cao XR SIAM Journal on Control and Optimization, 55(3), 1377, 2017 |
| 2 |
A MARTINGALE APPROACH TO OPTIMAL PORTFOLIOS WITH JUMP-DIFFUSIONS Michelbrink D, Le HL SIAM Journal on Control and Optimization, 50(1), 583, 2012 |