Dynamic asset allocation : portfolio decomposition formula and applications
Year of publication: |
2010
|
---|---|
Authors: | Detemple, Jérôme B. ; Rindisbacher, Marcel |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 1, p. 25-100
|
Subject: | Portfolio-Management | Portfolio selection | Dekompositionsverfahren | Decomposition method | Erwartungsnutzen | Expected utility | Hedging | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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