On value preserving and growth optimal portfolios
Year of publication: |
1999
|
---|---|
Authors: | Korn, Ralf ; Schäl, Manfred |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 50.1999, 2, p. 189-218
|
Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Martingal | Martingale |
-
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg, (2016)
-
Price systems constructed by optimal dynamic portfolios
Schäl, Manfred, (2000)
-
Portfolio selection in continuous time : analytical and numerical methods
Filitti, Constantin Alexandru, (2004)
- More ...
-
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf, (2003)
-
On value preserving and growth optimal portfolios
Korn, Ralf, (1999)
-
On value preserving and growth optimal portfolios
Korn, Ralf, (1999)
- More ...