A dynamic investment model with control on the portfolio's worst case outcome
Year of publication: |
2003
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Authors: | Zhao, Yonggan ; Haussmann, Ulrich G. ; Ziemba, William T. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 13.2003, 4, p. 481-501
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Subject: | Portfolio-Management | Portfolio selection | Verlust | Loss | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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