On loss‐avoiding payoff distribution in a dynamic portfolio management problem
Year of publication: |
2008
|
---|---|
Authors: | Krawczyk, Jacek B. |
Published in: |
The Journal of Risk Finance. - Emerald Group Publishing Limited, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 9.2008, 2, p. 151-172
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Pension funds | Portfolio investment | Loss prevention | Numerical analysis | Optimization techniques |
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