Optimal portfolio management with American capital guarantee
Nicole el Karoui; Monique Jeanblanc; Vincent Lacoste
| Year of publication: |
2002
|
|---|---|
| Authors: | El Karoui, Nicole ; Jeanblanc, Monique ; Lacoste, Vincent |
| Publisher: |
Cergy-Pontoise : ESSEC |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Extent: | 27 Bl |
|---|---|
| Series: | Documents de recherche / ESSEC Centre de Recherche. - Cergy-Pontoise : Groupe ESSEC, ZDB-ID 2501277-0. - Vol. 02010 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.essec.fr/research/fr/wp.html |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001728997