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Dynamic asset allocation with mean variance preferences and a solvency constraint
Nguyen, Pascal; Portait, Roland - In: Journal of Economic Dynamics and Control 26 (2002) 1, pp. 11-32
Persistent link: https://www.econbiz.de/10005160967
Cover Image
Dynamic asset allocation with mean variance preferences and a solvency constraint
Nguyen, Pascal; Portait, Roland - In: Journal of economic dynamics & control 26 (2002) 1, pp. 11-32
Persistent link: https://www.econbiz.de/10001617063
Cover Image
Dynamic asset allocation with mean variance preferences and a solvency constraint
Nguyen, Pascal; Portait, Roland - In: Journal of economic dynamics & control 26 (2002) 1, pp. 11-32
Persistent link: https://www.econbiz.de/10006770355