OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH

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Publication:3022038


DOI10.1142/S0219024902001407zbMath1111.91318MaRDI QIDQ3022038

Ralf Korn, Paul Wilmott

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)



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