Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
Ralf Korn
| Year of publication: |
1997
|
|---|---|
| Authors: | Korn, Ralf |
| Publisher: |
Singapore [u.a.] : World Scientific |
| Subject: | Portfolio-Management | Portfolio selection | Portfolio-Investition | Foreign portfolio investment | Zeitökonomie | Economy of time | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Stochastischer Prozess | Risikomanagement | Portfoliomanagement |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XI, 338 S graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 331 - 336 |
| ISBN: | 981-02-3215-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014277429