Dynamic Mean-Risk Portfolio Selection with Multiple Risk Measures in Continuous-Time
Year of publication: |
2014
|
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Authors: | Gao, Jianjun |
Other Persons: | Xiong, Yan (contributor) ; Li, Duan (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 20, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2382343 [DOI] |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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