Optimal portfolios with a positive lower bound on final wealth
Year of publication: |
2005
|
---|---|
Authors: | Korn, Ralf |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 5.2005, 3, p. 315-321
|
Publisher: |
Taylor & Francis Journals |
Subject: | Optimal portfolios | Lower bound | Capital guarantee | Martingale method |
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