Title of article
Dynamic portfolio selection with process control
Author/Authors
Leonard MacLean، نويسنده , , Yonggan Zhao، نويسنده , , William Ziemba، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
23
From page
317
To page
339
Keywords
Growth and security , Fractional Kelly strategy , Process control , Dynamic portfolio selection , Risk control strategies , Conditional value-at-risk , Value-at-Risk
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193823
Link To Document