Dynamic hybrid products with guarantees : an optimal portfolio framework
Hayk Hambardzumyan, Ralf Korn
| Year of publication: |
2019
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|---|---|
| Authors: | Hambardzumyan, Hayk ; Korn, Ralf |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 84.2019, p. 54-66
|
| Subject: | Dynamic hybrid products | Continuous-time portfolio optimization | DTH-products | Discrete vs. | Continuous realization | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990433