Hedging in incomplete markets with HARA utility
Darrell Duffie ..
| Year of publication: |
1997
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|---|---|
| Other Persons: | Duffie, Darrell (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 21.1997, 4, p. 753-782
|
| Subject: | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory | Unvollkommener Markt | Incomplete market | Kybernetik | Cybernetics | 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/10001221215