An approximate solution for optimal portfolio in incomplete markets
Francesco Menoncin
| Year of publication: |
2008
|
|---|---|
| Authors: | Menoncin, Francesco |
| Published in: |
Mathematical control theory and finance. - Berlin : Springer, ISBN 978-3-540-69531-8. - 2008, p. 293-310
|
| Subject: | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Erwartungsnutzen | Expected utility | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003755883