Optimal multiperiod asset allocation : matching assets to liabilities in a discrete model
Hong-Chih Huang
| Year of publication: |
2010
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|---|---|
| Authors: | Huang, Hong-chih |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 77.2010, 2, p. 451-472
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| Subject: | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Qualitative Methode | Qualitative method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003981539