A geometric approach to multiperiod mean variance optimization of assets and liabilities
Markus Leippold, Fabio Trojani, Paolo Vanini
| Year of publication: |
2002
|
|---|---|
| Authors: | Leippold, Markus ; Trojani, Fabio ; Vanini, Paolo |
| Publisher: |
Geneva : FAME |
| Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| Extent: | 42 S graph. Darst |
|---|---|
| Series: | Research paper / International Center for Financial Asset Management and Engineering. - Geneva : [Verlag nicht ermittelbar], ZDB-ID 2121038-X. - Vol. 48 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. Internetausg.: http://www.fame.ch/research/papers/RP48.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001683059