Minimizing Downside Risk via Stochastic Dynamic Programming

TitleMinimizing Downside Risk via Stochastic Dynamic Programming
Publication TypeMiscellaneous
Year of Publication2000
AuthorsMoody, J., & Saffell M.
Other Numbers443
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