Portfolio optimization in incomplete financial markets
Walter Schachermayer
| Year of publication: |
2004
|
|---|---|
| Authors: | Schachermayer, Walter |
| Publisher: |
Pisa : Cattedra Galileiana |
| Subject: | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Eigeninteresse | Self-interest | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Optimierung | Portfolio Selection |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | 65 S. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. [61] - 65 |
| ISBN: | 88-7642-141-6 ; 978-88-7642-141-9 ; 88-7642-141-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003469901