Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
Xing Jin; Kun Zhang
| Year of publication: |
2013
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|---|---|
| Authors: | Jin, Xing ; Zhang, Kun |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 5, p. 1733-1746
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| Subject: | Optimal portfolio choice | Portfolio constraints | Jump-diffusion process | Martingale-duality approach | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| 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://ebvufind01.dmz1.zbw.eu/10009729466