Dynamic asset allocation : portfolio decomposition formula and applications
Jérôme Detemple; Marcel Rindisbacher
| Year of publication: |
2010
|
|---|---|
| Authors: | Detemple, Jérôme B. ; Rindisbacher, Marcel |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 1, p. 25-100
|
| Subject: | Portfolio-Management | Portfolio selection | Dekompositionsverfahren | Decomposition method | Erwartungsnutzen | Expected utility | Hedging | Unvollkommener Markt | Incomplete market | Theorie | Theory |
| 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/10003941596