Bounds for Goal Achieving Probabilities of Mean-Variance Strategies with a No Bankruptcy Constraint

ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.net/journal/am
E-mail: [email protected]

Citations

"Bounds for Goal Achieving Probabilities of Mean-Variance Strategies with a No Bankruptcy Constraint"
written by Alexandre Scott, Francois Watier,
published by Applied Mathematics, Vol.3 No.12A, 2012

has been cited by the following article(s):

[1]	Extensions of the Cross-Entropy Method with Applications to Diffusion Processes and Portfolio Losses
	2015

[2]	Goal achieving probabilities of cone‐constrained mean‐variance portfolios
	Applied Stochastic Models in Business and Industry, 2014

[1]	Goal achieving probabilities of cone-constrained mean-variance portfolios Applied Stochastic Models in Business and Industry, 2014 DOI:10.1002/asmb.2002