Optimal investment for a large investor in a regime-switching model
Michael Busch
| Year of publication: |
2011
|
|---|---|
| Authors: | Busch, Michael |
| Subject: | Portfolio-Management | Portfolio selection | Institutioneller Investor | Institutional investor | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion | Theorie | Theory |
freely available
| Extent: | Online-Ressource (VIII, 205 S.) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Kaiserslautern, Techn. Univ., Diss., 2011 |
| Notes: | Systemvoraussetzung: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009270198