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	Dynamic mean–VaR portfolio selection in continuous time
	Zhou, K; Gao, JJ; Li, D; Cui, XY
刊名	Quantitative Finance
	2017
卷号	Vol.17 No.10页码:1631-1643
关键词	Continuous time models Martingales Portfolio optimization Risk management Value at risk
ISSN号	1469-7688
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6039893
专题	湖南大学
作者单位	1.Hunan Univ, Sch Business Adm, Changsha, Hunan, Peoples R China 2.Shanghai Univ Finance & Econ, Sch Informat Management & Engn, Shanghai, Peoples R China 3.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China 4.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Zhou, K,Gao, JJ,Li, D,et al. Dynamic mean–VaR portfolio selection in continuous time[J]. Quantitative Finance,2017,Vol.17 No.10:1631-1643.
APA	Zhou, K,Gao, JJ,Li, D,&Cui, XY.(2017).Dynamic mean–VaR portfolio selection in continuous time.Quantitative Finance,Vol.17 No.10,1631-1643.
MLA	Zhou, K,et al."Dynamic mean–VaR portfolio selection in continuous time".Quantitative Finance Vol.17 No.10(2017):1631-1643.

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