Comonotonic Approximations for Optimal Portfolio Selection Problems
Year of publication: |
2015
|
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Authors: | Dhaene, Jan |
Other Persons: | Vanduffel, Steven (contributor) ; Goovaerts, M. J. (contributor) ; Kaas, Rob (contributor) ; Vyncke, David (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Risk and Insurance, Vol. 72, No. 2, pp. 253-301, 2005 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2005 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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