Optimale Portfolios für partiell informierte Investoren in einem Finanzmarkt mit Gaußscher Drift und Expertenmeinungen
Alternative title: | Optimal portfolios for partially informed investors in a financial market with gaussian drift and expert opinions |
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Year of publication: |
2019
|
Authors: | Kondakji, Hakam |
Other Persons: | Wunderlich, Ralf (degree supervisor) ; Sass, Jörn (degree supervisor) ; Gabih, Abdelali (degree supervisor) |
Publisher: |
2019: Cottbus : BTU Cottbus - Senftenberg |
Subject: | Expertenmeinungen | Filter | Finite-Differenzen-Verfahren | Gaußsches-Modell | HJB-Gleichung | Nirvana | Regularisierung | Stochastische optimale Steuerung | Experte; Integrodifferentialgleichung; Nutzenmaximierung; Ornstein-Uhlenbeck-Prozess; Portfoliomanagement |
Extent: | 1 Online-Ressource (circa 168 Seiten) Illustrationen |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift |
Language: | German |
Thesis: | Dissertation, BTU Cottbus - Senftenberg, 2019 |
Notes: | Zusammenfassung in englischer Sprache |
Source: | ECONIS - Online Catalogue of the ZBW |
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