Minimum-cost portfolio insurance
C. D. Aliprantis; D. J. Brown; J. Werner
| Year of publication: |
2000
|
|---|---|
| Authors: | Aliprantis, Charalambos D. ; Brown, D. J. ; Werner, Jan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 24.2000, 11/12, p. 1703-1719
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Lineare Algebra | Linear algebra |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic dynamics & control |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001508766