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Quantitative Finance Volume 14, 2014 - Issue 5
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On a dynamic adaptation of The Distribution Builder approach to investment decisions

Phillip MoninResearch and Analysis, The Office of Financial Research, Washington, DC20005, USA.Correspondence[email protected]
Pages 749-760 | Received 28 Nov 2012, Accepted 03 Oct 2013, Published online: 15 Apr 2014
 
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Acknowledgments

The author would like to thank T. Zariphopoulou, M. Sîrbu, G. Žitković, and two anonymous referees for their comments and suggestions.

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