Value preserving portfolio strategies in continuous-time models
Year of publication: |
1997
|
---|---|
Authors: | Korn, Ralf |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 45.1997, 1, p. 1-43
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Foundations for financial economics
Huang, Chi-fu, (1988)
-
Portfolio selection : efficient diversification of investments
Markowitz, Harry, (1991)
-
Strategische asset allocation in Lebensversicherungsunternehmen
Stephan, Thomas G., (1995)
- More ...
-
A least-squares Monte Carlo framework in proxy modeling of life insurance companies
Krah, Anne-Sophie, (2018)
-
Machine learning in least-squares Monte Carlo proxy modeling of life insurance companies
Krah, Anne-Sophie, (2020)
-
Wang, Jingnan, (2020)
- More ...