Co-monotonicity of optimal investments and the design of structured financial products
Year of publication: |
2008-04-01
|
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Authors: | Rieger, Marc Oliver |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Arbitrage | Entscheidungstheorie | decision theory | Portfoliomanagement | portfolio management | Strukturiertes Finanzprodukt |
Extent: | 331776 bytes 45 p. application/pdf |
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Series: | Working Paper ; 381 (2007) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; Forecast, decision making ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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