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Article: Continuous-time optimal portfolio selection using mean-CaR models
Title | Continuous-time optimal portfolio selection using mean-CaR models |
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Authors | |
Issue Date | 2007 |
Publisher | InforMath Publishing Group. The Journal's web site is located at http://www.sciencearea.com.ua |
Citation | Nonlinear Dynamics and Systems Theory, 2007, v. 7 n. 1, p. 35-49 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/82961 |
ISSN | 2023 SCImago Journal Rankings: 0.298 |
DC Field | Value | Language |
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dc.contributor.author | Li, ZF | en_HK |
dc.contributor.author | Ng, KW | en_HK |
dc.contributor.author | Deng, XT | en_HK |
dc.date.accessioned | 2010-09-06T08:35:22Z | - |
dc.date.available | 2010-09-06T08:35:22Z | - |
dc.date.issued | 2007 | en_HK |
dc.identifier.citation | Nonlinear Dynamics and Systems Theory, 2007, v. 7 n. 1, p. 35-49 | en_HK |
dc.identifier.issn | 1562-8353 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/82961 | - |
dc.language | eng | en_HK |
dc.publisher | InforMath Publishing Group. The Journal's web site is located at http://www.sciencearea.com.ua | en_HK |
dc.relation.ispartof | Nonlinear Dynamics and Systems Theory | en_HK |
dc.title | Continuous-time optimal portfolio selection using mean-CaR models | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1562-8353&volume=7&issue=1&spage=35&epage=49&date=2007&atitle=Continuous-time+optimal+portfolio+selection+using+mean-CaR+models | en_HK |
dc.identifier.email | Ng, KW: kaing@hkucc.hku.hk | en_HK |
dc.identifier.authority | Ng, KW=rp00765 | en_HK |
dc.identifier.hkuros | 149012 | en_HK |
dc.identifier.issnl | 1562-8353 | - |