Optimal portfolio management with American capital guarantee
Year of publication: |
2005
|
---|---|
Authors: | El Karoui, Nicole ; Jeanblanc, Monique ; Lacoste, Vincent |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 29.2005, 3, p. 449-468
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Foundations for financial economics
Huang, Chi-fu, (1988)
-
Portfolio selection : efficient diversification of investments
Markowitz, Harry, (1991)
-
Strategische asset allocation in Lebensversicherungsunternehmen
Stephan, Thomas G., (1995)
- More ...
-
Optimal portfolio management with American capital guarantee
El Karoui, Nicole, (2002)
-
Optimal portfolio management with American capital guarantee
El Karoui, Nicole, (2005)
-
Optimal portfolio management with American capital guarantee
El Karoui, Nicole, (2005)
- More ...