Dynamical Optimization Theory of a Diversified Portfolio
Year of publication: |
[2001]
|
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Authors: | Maslov, Sergei |
Other Persons: | Zhang, Yi-Cheng (contributor) ; Marsili, Matteo (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Physica A, Vol. 253, pp. 403-418, 1998 Volltext nicht verfügbar |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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