Finite Horizon Portfolio Risk Models with Probability Criterion

Jerzy Filar, Yuanlie Lin, Ke Liu

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    Original languageEnglish
    Title of host publicationMarkov Processes and Controlled Markov Chains
    PublisherKluwer
    Pages405-424
    Number of pages20
    ISBN (Print)9781402008030
    Publication statusPublished - 2002

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