Downside risk control in continuous time portfolio management
Year of publication: |
2013
|
---|---|
Authors: | Cai, Han-cong ; Chang, Shih-chieh Bill ; Hwang, Ya-wen |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 42.2013, 6, p. 913-938
|
Subject: | Multi-period downside control | Dynamic strategies | Synthetic call | Mutual fund | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Risikocontrolling | Risk control |
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