Optimal consumption and investment with bounded downside risk for power utility functions
Year of publication: |
2009
|
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Authors: | Klüppelberg, Claudia ; Pergamenchtchikov, Serguei |
Published in: |
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift. - Berlin [u.a.] : Springer, ISBN 978-3-642-02607-2. - 2009, p. 133-170
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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