@article{ElKaroui2005,
	title = {Optimal portfolio management with American capital guarantee},
	author = {Nicole El Karoui and Monique Jeanblanc and Vincent Lacoste},
	journal = {Journal of Economic Dynamics and Control},
	month = {Mar},
	number = {3},
	pages = {449--468},
	url = {http://www.sciencedirect.com/science/article/B6V85-4CC311W-1/1/fd7a054751cbb96598fab2493835e511},
	volume = {29},
	year = {2005},
	biburl = {http://www.bibsonomy.org/bibtex/21929f668eab682631dc964175af2aa2c/smicha},
	keywords = {Portfolio optimization }
}