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 |