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pro vyhledávání: '"Chiung-Hua Yu"'
Autor:
Chiung-Hua Yu, 余瓊嬅
102
In this paper we investigate on asset allocation under risk management constraints like VaR or LEL. Based on the time-T wealth pattern in the research of Basak and Shaprio(2001), we adjust slightly the pattern with terminal price of underlyi
In this paper we investigate on asset allocation under risk management constraints like VaR or LEL. Based on the time-T wealth pattern in the research of Basak and Shaprio(2001), we adjust slightly the pattern with terminal price of underlyi
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/88858931114333973363
