Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading.

MLA

Redeker, Imke, and Ralf Wunderlich. “Portfolio Optimization under Dynamic Risk Constraints: Continuous vs. Discrete Time Trading.” Statistics & Risk Modeling, vol. 35, no. 1/2, Jan. 2018, pp. 1–21. EBSCOhost, https://doi.org/10.1515/strm-2017-0001.

APA

Redeker, I., & Wunderlich, R. (2018). Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading. Statistics & Risk Modeling, 35(1/2), 1–21. https://doi.org/10.1515/strm-2017-0001

Chicago

Redeker, Imke, and Ralf Wunderlich. 2018. “Portfolio Optimization under Dynamic Risk Constraints: Continuous vs. Discrete Time Trading.” Statistics & Risk Modeling 35 (1/2): 1–21. doi:10.1515/strm-2017-0001.