Maximising Survival, Growth, and Goal Reaching Under Borrowing Constraints
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- Haluk Yener, 2015. "Maximizing survival, growth and goal reaching under borrowing constraints," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 2053-2065, December.
References listed on IDEAS
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- Haluk Yener & Fuat Can Beylunioglu, 2017. "Outperforming A Stochastic Benchmark Under Borrowing And Rectangular Constraints," Working Papers 1701, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-06 (All new papers)
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