Optimal investment strategies under affine Markov-switching models : theory, examples and implementation
Alternative title: | Optimale Investitionsstrategien für Affine Markov-Switching Modelle : Theorie, Beispiele und Implementierung |
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Year of publication: |
2016
|
Authors: | Neykova, Daniela |
Publisher: |
München |
Subject: | Hamilton-Jacobi-Bellman equation | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Anlageverhalten | Behavioural finance | Markov-Kette | Markov chain | CAPM | Martingal | Martingale | Kontrolltheorie | Control theory |
Extent: | 1 Online-Ressource (circa 212 Seiten) Illustrationen |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis |
Language: | English |
Thesis: | Dissertation, Technische Universität München, 2016 |
Notes: | Paralleltitel von der Frontdoor Zusammenfassung in deutscher Sprache |
Source: | ECONIS - Online Catalogue of the ZBW |
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