Mean-risk portfolio management with bankruptcy prohibition
Year of publication: |
2019
|
---|---|
Authors: | Wong, K. C. ; Yam, Sheung Chi Phillip ; Zeng, Jinli |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 85.2019, p. 153-172
|
Subject: | Mean-risk portfolio selection | Deviation risk | Bankruptcy prohibition | Nonlinear moment problem | Weak convergence | Theorie | Theory | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Risiko | Risk |
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