Optimal portfolios with bounded capital at risk
Susanne Emmer and Claudia Klüppelberg; Ralf Korn
| Year of publication: |
2001
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|---|---|
| Authors: | Emmer, Susanne ; Klüppelberg, Claudia ; Korn, Ralf |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 11.2001, 4, p. 365-384
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| Subject: | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Risikomaß | Risk measure | Varianzanalyse | Analysis of variance |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001620446