%0 Journal Article %1 journals/eor/ZhaoZ08 %A Zhao, Yonggan %A Ziemba, William T. %D 2008 %J Eur. J. Oper. Res. %K dblp %N 3 %P 1525-1540 %T Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control. %U http://dblp.uni-trier.de/db/journals/eor/eor185.html#ZhaoZ08 %V 185

@article{journals/eor/ZhaoZ08, added-at = {2020-02-21T00:00:00.000+0100}, author = {Zhao, Yonggan and Ziemba, William T.}, biburl = {https://www.bibsonomy.org/bibtex/2a1b9b61c364d64489c368b4e6a599fdb/dblp}, ee = {https://doi.org/10.1016/j.ejor.2006.09.002}, interhash = {8c9ddad8badbbfef36194018ff30dc77}, intrahash = {a1b9b61c364d64489c368b4e6a599fdb}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 3, pages = {1525-1540}, timestamp = {2020-02-22T12:33:41.000+0100}, title = {Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor185.html#ZhaoZ08}, volume = 185, year = 2008 }