Risk sensitive asset allocation
Year of publication: |
2000
|
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Authors: | Bielecki, Tomasz R. ; Pliska, Stanley R. ; Sherris, Michael |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 24.2000, 8, p. 1145-1177
|
Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Risiko | Risk | Theorie | Theory | USA | United States | Australien | Australia |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of economic dynamics & control |
Source: | ECONIS - Online Catalogue of the ZBW |
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