BibTeX record journals/eor/ZhaoZ08

download as .bib file

@article{DBLP:journals/eor/ZhaoZ08,
  author       = {Yonggan Zhao and
                  William T. Ziemba},
  title        = {Calculating risk neutral probabilities and optimal portfolio policies
                  in a dynamic investment model with downside risk control},
  journal      = {Eur. J. Oper. Res.},
  volume       = {185},
  number       = {3},
  pages        = {1525--1540},
  year         = {2008},
  url          = {https://doi.org/10.1016/j.ejor.2006.09.002},
  doi          = {10.1016/J.EJOR.2006.09.002},
  timestamp    = {Fri, 21 Feb 2020 13:15:48 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/ZhaoZ08.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.