@article{Nguyen2002,
	title = {Dynamic asset allocation with mean variance preferences and a solvency
	constraint},
	author = {Pascal Nguyen and Roland Portait},
	journal = {Journal of Economic Dynamics and Control},
	month = {Jan},
	number = {1},
	pages = {11--32},
	url = {http://www.sciencedirect.com/science/article/B6V85-43SV5MV-2/1/99d2920fac0d28d34f38227d8088efba},
	volume = {26},
	year = {2002},
	biburl = {http://www.bibsonomy.org/bibtex/2a38ffcb49c6dd9bf3855fd7399ebc7fc/smicha},
	keywords = {Dynamic allocation asset }
}