N. C. P. Edirisinghe. Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case. Comp. Opt. and Appl., 32(1-2):29-59, 2005. [doi]
@article{Edirisinghe05,
title = {Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case},
author = {N. C. P. Edirisinghe},
year = {2005},
doi = {10.1007/s10589-005-2053-8},
url = {http://dx.doi.org/10.1007/s10589-005-2053-8},
researchr = {https://researchr.org/publication/Edirisinghe05},
cites = {0},
citedby = {0},
journal = {Comp. Opt. and Appl.},
volume = {32},
number = {1-2},
pages = {29-59},
}