Minimum return guarantees with fund switching rights : an optimal stopping problem
Antje Mahayni; John G. M.Schoenmakers
| Year of publication: |
2011
|
|---|---|
| Authors: | Mahayni, Antje ; Schoenmakers, John |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 35.2011, 11, p. 1880-1897
|
| Subject: | Anlageverhalten | Behavioural finance | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009316471