Publication Details
Title: Minimizing Downside Risk via Stochastic Dynamic Programming
Author: J. Moody and M. Saffell
Group: Algorithms
Date: 2000
PDF: [Not available online]
Bibliographic Information:
Computational Finance 1999, edited by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, and A. S. Weigend, MIT Press, Cambridge, MA, 2000.
Bibliographic Reference:
J. Moody and M. Saffell. Minimizing Downside Risk via Stochastic Dynamic Programming. Computational Finance 1999, edited by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, and A. S. Weigend, MIT Press, Cambridge, MA, 2000., 2000
Author: J. Moody and M. Saffell
Group: Algorithms
Date: 2000
PDF: [Not available online]
Bibliographic Information:
Computational Finance 1999, edited by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, and A. S. Weigend, MIT Press, Cambridge, MA, 2000.
Bibliographic Reference:
J. Moody and M. Saffell. Minimizing Downside Risk via Stochastic Dynamic Programming. Computational Finance 1999, edited by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, and A. S. Weigend, MIT Press, Cambridge, MA, 2000., 2000