A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT

Lucien Gardiol, R. Gibson (), P.-A. Bares (), R. Cont () and S. Gyger
Additional contact information
R. Gibson: Swiss Banking Institute University of Zurich, 14 Plattenstrasse 8032 Zurich, Switzerland
P.-A. Bares: Institut de Physique Théorique, École Polytechnique Fédérale de Lausanne, CH-1015 Lausanne, Switzerland
R. Cont: Institut de Physique Théorique, École Polytechnique Fédérale de Lausanne, CH-1015 Lausanne, Switzerland
S. Gyger: Institut de Physique Théorique, École Polytechnique Fédérale de Lausanne, CH-1015 Lausanne, Switzerland

International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 03, 547-547

Abstract: No abstract received.

Date: 2000
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S021902490000053X
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:ijtafx:v:03:y:2000:i:03:n:s021902490000053x

Ordering information: This journal article can be ordered from

DOI: 10.1142/S021902490000053X

Access Statistics for this article

International Journal of Theoretical and Applied Finance (IJTAF) is currently edited by L P Hughston

More articles in International Journal of Theoretical and Applied Finance (IJTAF) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().