A benchmark approach to portfolio optimization under partial information
Eckhard Platen; Wolfgang J. Runggaldier
| Year of publication: |
2007
|
|---|---|
| Authors: | Platen, Eckhard ; Runggaldier, Wolfgang J. |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 14.2007, 1/2, p. 25-43
|
| Subject: | Benchmarking | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003609529