Authors Info
Pergamenchtchikov, S.’ AUTHOR PAGE
Organizations:
E-Mail: Serge.Pergamenchtchikov@univ-rouen.fr
Blog Path:
webpage:
Employer:
Company:
Affiliation: University of Rouen
About The Author
No Data!
Personal/Edited Documents List
Title

Publication

Date

Co-authors

Members with

this document

Download
Optimal Consumption and Investment with Bounded Capital-at-Risk 2007
Kluppelberg, Claudia
Pergamenchtchikov, S.
 
We investigate optimal consumption problems for a Black-Scholes market underuniform restrictions on Value-at-Risk and Expected Shortfall. We formulate...
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile