Worst-case portfolio optimization under stochastic interest rate risk
Year of publication: |
2014
|
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Authors: | Engler, Tina ; Korn, Ralf |
Subject: | portfolio optimization | worst-case optimization | stochastic interest rate | Portfolio-Management | Portfolio selection | Theorie | Theory | Zinsrisiko | Interest rate risk | Stochastischer Prozess | Stochastic process | Zins | Interest rate |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks2040469 [DOI] hdl:10419/167845 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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