Comonotonic approximations for optimal portfolio selection problems
J. Dhaene ...
| Year of publication: |
2004
|
|---|---|
| Authors: | Dhaene, Jan ; Vanduffel, Steven ; Goovaerts, Marc J. ; Kaas, R. ; Vyncke, David |
| Publisher: |
Leuven |
| Subject: | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | 44 S graph. Darst |
|---|---|
| Series: | Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics. - Leuven, ZDB-ID 2175901-7. - Vol. 0408 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/optimalportfolio.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002035167