A computational scheme for the optimal strategy in an incomplete market
Year of publication: |
2007
|
---|---|
Authors: | Keppo, Jussi ; Meng, Xu ; Sullivan, Michael G. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 11, p. 3591-3613
|
Subject: | Unvollkommener Markt | Incomplete market | Eigeninteresse | Self-interest | Portfolio-Management | Portfolio selection |
-
Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
-
An introduction to utility maximization with partial observation
Lefèvre, David, (2002)
-
Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno, (2004)
- More ...
-
A computational scheme for the optimal strategy in an incomplete market
Keppo, Jussi, (2007)
-
A computational scheme for the optimal strategy in an incomplete market
Keppo, Jussi, (2007)
-
A Computational Scheme for the Optimal Strategy in an Incomplete Market
Keppo, Jussi, (2006)
- More ...