Discrete and continuous time dynamic mean-variance analysis
Year of publication: |
1999
|
---|---|
Authors: | Reiss, Ariane |
Institutions: | Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen |
Subject: | Dynamic Optimization | Growth Optimum Portfolio | Mean-Variance-Efficiency | Minimum Deviation | Portfolio Selection | Two-Fund Theorem |
-
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane, (1999)
-
Discrete and continuous time dynamic mean-variance analysis
Reiß, Ariane, (1999)
-
Application of stochastic optimal control to financial market debt crises
Stein, Jerome L., (2009)
- More ...
-
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane, (1999)
-
Investment in Innovations and Competition: An Option Pricing Approach
Reiss, Ariane, (1998)
-
Abhandlungen - Produktelimination oder Beibehaltung? Eine optionspreistheoretische Analyse
Reiss, Ariane, (1999)
- More ...