A risk-sensitive portfolio optimisation problem with stochastic interest rate
Mayank Goel; Suresh Kumar K.
| Year of publication: |
2006
|
|---|---|
| Authors: | Goel, Mayank ; Suresh Kumar, K. |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 5.2006, 3, p. 263-282
|
| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Risikopräferenz | Risk attitude | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003440674