Continuous-time portfolio optimization under partial information and convex constraints : deriving explicit results
Christian Vonwirth ; Betreuer: Jörn Sass
| Year of publication: |
[2017?]
|
|---|---|
| Authors: | Vonwirth, Christian |
| Other Persons: | Sass, Jörn (degree supervisor) |
| Publisher: |
Kaiserslautern |
| Subject: | convex constraints | financial mathematics | partial information | portfolio optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Unvollkommene Information | Incomplete information | Finanzmathematik | Mathematical finance | Mathematische Optimierung | Mathematical programming | Derivat | Derivative | Börsenkurs | Share price |
freely available
| Extent: | 1 Online-Ressource (circa 201 Seiten) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Technische Universität Kaiserslautern, 2017 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659449