Comonotonic approximations for optimal portfolio selection problems
J. Dhaene; S. Vanduffel; M. J. Goovaerts; R. Kaas; D. Vyncke
| Year of publication: |
2005
|
|---|---|
| Authors: | Dhaene, Jan ; Vanduffel, Steven ; Goovaerts, Marc J. ; Kaas, R. ; Vyncke, David |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 72.2005, 2, p. 253-300
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| Subject: | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| 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/10002968418