Portfolio insurance in complete markets : a note
Year of publication: |
1989
|
---|---|
Authors: | Grossman, Sanford J. |
Other Persons: | Vila, Jean-Luc (contributor) |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 62.1989, 4, p. 473-476
|
Subject: | Portfolio-Management | Portfolio selection | Hedging | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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