Minimizing Downside Risk via Stochastic Dynamic Programming
| Title | Minimizing Downside Risk via Stochastic Dynamic Programming |
| Publication Type | Miscellaneous |
| Year of Publication | 2000 |
| Authors | Moody, J., & Saffell M. |
| Other Numbers | 443 |
| Bibliographic Notes | Computational Finance 1999, edited by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, and A. S. Weigend, MIT Press, Cambridge, MA, 2000. |
| Abbreviated Authors | J. Moody and M. Saffell |
| ICSI Research Group | Algorithms |
| ICSI Publication Type | None |