Co-monotonicity of optimal investments and the design of structured financial products
| Year of publication: |
2011
|
|---|---|
| Authors: | Rieger, Marc |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 1, p. 27-55
|
| Publisher: |
Springer |
| Subject: | Co-monotonicity | Structured products | Portfolio optimization | No-arbitrage condition | Decision theory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925431