Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Tomasz R. Bielecki; Hanqing Jin; Stanley R. Pliska; Xun Yu Zhou
| Year of publication: |
2005
|
|---|---|
| Authors: | Bielecki, Tomasz R. ; Jin, Hanqing ; Pliska, Stanley R. ; Zhou, Xun Yu |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 15.2005, 2, p. 213-244
|
| Subject: | Portfolio-Management | Portfolio selection | Dekompositionsverfahren | Decomposition method | Insolvenz | Insolvency | Optionspreistheorie | Option pricing theory | 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/10002725425