Under The Condition Of Venture Capital Investment Model Of Ban Short Selling

Posted on:2013-11-29

Degree:Master

Type:Thesis

Country:China

Candidate:D C Yuan

Full Text:PDF

GTID:2249330395950266

Subject:Operational Research and Cybernetics

Abstract/Summary:

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The optimal investment problem shows how to choose the trading strategies to max-imize one’s utility of terminal wealth. This paper uses conditional capital at risk as a risk measure, examines optimal investment choices under short-selling prohibition, we also provide some examples.

Keywords/Search Tags:

optimal, investment strategies, short-selling prohibition, conditionalcapital at risk

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