Worst case portfolio optimization and HJB-systems
Ralf Korn; Mogens Steffensen
| Year of publication: |
2006
|
|---|---|
| Authors: | Korn, Ralf ; Steffensen, Mogens |
| Publisher: |
Copenhagen : University of Copenhagen, laboratory of Actuarial Mathematics |
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Extent: | 17 S graph. Darst. |
|---|---|
| Series: | Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen. - Copenhagen, ISSN 0902-9885, ZDB-ID 2217970-7. - Vol. 212 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht |
| Language: | English |
| Notes: | Internetausg.: http://www.act.ku.dk/wop/2006/wop212.pdf |
| ISBN: | 87-91927-02-1 |
| Classification: | Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003370415