Portfolio optimization in discontinuous markets under incomplete information
Year of publication: |
2007
|
---|---|
Authors: | Callegaro, Giorgia ; Di Masi, Giovanni B. ; Runggaldier, Wolfgang J. |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 13.2006, 4, p. 373-394
|
Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Unvollkommene Information | Incomplete information |
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