Duality Theory for Optimal Investments under Model Uncertainty
Year of publication: |
2005-09-02
|
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Authors: | Schied, Alexander ; Wu, Ching-Tang |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Investitionstheorie | Unsicherheit | Stochastisches Modell |
Extent: | 436224 bytes 22 p. application/pdf |
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Series: | Diskussionspapier ; 2005-025 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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