Growth Optimal Portfolio Insurance in Continuous and Discrete Time

Sergey Sosnovskiy. Growth Optimal Portfolio Insurance in Continuous and Discrete Time. In Diethard Klatte, Hans-Jakob Lüthi, Karl Schmedders, editors, Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30 - September 2, 2011, Zurich, Switzerland. pages 167-172, Springer, 2011. [doi]

Abstract

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