On the stability of continuous-time portfolio problems with stochastic opportunity set
Year of publication: |
2004
|
---|---|
Authors: | Korn, Ralf ; Kraft, Holger |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 14.2004, 3, p. 403-414
|
Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory |
-
Brătian, Vasile, (2018)
-
The possibilities and consequences of investment decisions by stepwise optimization
Okunevičiūtė Neverauskienė, Laima, (2022)
-
Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin, (2011)
- More ...
-
Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf, (2003)
-
Kraft, Holger, (2005)
-
Optimal Portfolios with Defaultable Securities : A Firm Value Approach
Korn, Ralf, (2005)
- More ...