Browsing by Author Hurd, T.R.
Showing results 1 to 2 of 2
| Publication Date | Title | Author(s) |
|---|---|---|
| Aug-2005 | Conditional Value at Risk as a Criterion for Optimal Portfolio Selection | Betcheva, Maria |
| Jan-2005 | The Impact of a Mean-Reverting Stochastic Differential Equation on Optimal Portfolio Allocation | McNair, John |
