Dynamic capital allocation with irreversible investments
Year of publication: |
2019
|
---|---|
Authors: | Bauer, Daniel ; Kamiya, Shinichi ; Ping, Xiaohu ; Zanjani, George |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 85.2019, p. 138-152
|
Subject: | Capital allocation | Diversification | Real-option | Portfolio optimization | Theorie | Theory | Portfolio-Management | Portfolio selection |
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