Outperforming the market portfolio with a given probability Journal Article

Overview

CU Boulder Authors

• Huang, Yu-Jui

publication date

• August 1, 2012

Full Author List

• Bayraktar E; Huang Y-J; Song Q

published in

• Annals of Applied Probability  Journal

Other Profiles

Digital Object Identifier (DOI)

• 10.1214/11-aap799

Additional Document Info

start page

• 1465

end page

• 1494

volume

• 22

issue

• 4