A monetary value for initial information in portfolio optimization
Year of publication: |
2003
|
---|---|
Authors: | Amendinger, Jürgen ; Becherer, Dirk ; Schweizer, Martin |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 1, p. 29-46
|
Subject: | Portfolio-Management | Portfolio selection | Informationswert | Information value | Theorie | Theory |
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