Evaluating portfolio policies : a duality approach
Year of publication: |
2003
|
---|---|
Authors: | Haugh, Martin B. ; Kogan, Leonid ; Wang, Jiang |
Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
Subject: | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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