%0 Journal Article %1 ElKaroui2005 %A Karoui, Nicole El %A Jeanblanc, Monique %A Lacoste, Vincent %D 2005 %J Journal of Economic Dynamics and Control %K Portfolio optimization %N 3 %P 449--468 %T Optimal portfolio management with American capital guarantee %U http://www.sciencedirect.com/science/article/B6V85-4CC311W-1/1/fd7a054751cbb96598fab2493835e511 %V 29

@article{ElKaroui2005, added-at = {2008-04-22T15:17:45.000+0200}, author = {Karoui, Nicole El and Jeanblanc, Monique and Lacoste, Vincent}, biburl = {https://www.bibsonomy.org/bibtex/21929f668eab682631dc964175af2aa2c/smicha}, interhash = {7fe5164a83064d7d0972e7344fff1745}, intrahash = {1929f668eab682631dc964175af2aa2c}, journal = {Journal of Economic Dynamics and Control}, keywords = {Portfolio optimization}, month = Mar, number = 3, pages = {449--468}, timestamp = {2008-04-22T15:24:04.000+0200}, title = {Optimal portfolio management with American capital guarantee}, url = {http://www.sciencedirect.com/science/article/B6V85-4CC311W-1/1/fd7a054751cbb96598fab2493835e511}, volume = 29, year = 2005 }