Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Özge Sezgin Alp; Ralf Korn
| Year of publication: |
2011
|
|---|---|
| Authors: | Alp, Ozge Sezgin ; Korn, Ralf |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 34.2011, 1, p. 21-40
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Stochastischer Prozess | Stochastic process |
| 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/10009375110