Applied Mathematics

Vol.3 No.12A(2012), Paper ID 25982, 4 pages

DOI:10.4236/am.2012.312A278

 

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

 

Alexandre Scott, Francois Watier

 

Department of Applied Mathematics, University of Western Ontario, London, Canada
Department of Mathematics, Université du Québec à Montréal, Montreal, Canada

 

Copyright © 2012 Alexandre Scott, Francois Watier et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Scott, A. and Watier, F. (2012) Bounds for Goal Achieving Probabilities of Mean-Variance Strategies with a No Bankruptcy Constraint. Applied Mathematics, 3, 2022-2025. doi: 10.4236/am.2012.312A278.

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