Optimal portfolio construction under partial information for a balanced fund
Year of publication: |
2007
|
---|---|
Authors: | Keel, Simon ; Herzog, Florian ; Geering, Hans Peter ; Schumann, Lorenz M. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 6, p. 1015-1042
|
Subject: | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Stochastischer Prozess | Stochastic process | Theorie | Theory | USA | United States | 1970-2005 |
-
A benchmark approach to risk-minimization under partial information
Ceci, Claudia, (2014)
-
Optimal investment and consumption under partial information
Lindensjö, Kristoffer, (2016)
-
Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso, (2020)
- More ...
-
Solving ALM problems via sequential stochastic programming
Herzog, Florian, (2009)
-
OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND
KEEL, SIMON, (2007)
-
Dynamic asset and liability management for Swiss pension funds
Dondi, Gabriel, (2007)
- More ...