Quantile criterion-based control of the securities portfolio with a nonzero ruin probability.

T. V. Bunto Yuri S. Kan

Published in: Autom. Remote. Control. (2013)

Keyphrases

portfolio management
control system
probability distribution
portfolio optimization
central limit theorem
stock market
process control
control theory
database
data sets
data mining
data acquisition
conditional probabilities
portfolio selection