Initial investment choice and optimal future allocations under time-monotone performance criteria
M. Musiela; T. Zariphopoulou
| Year of publication: |
2011
|
|---|---|
| Authors: | Musiela, Marek ; Zariphopoulou-Souganidis, Thaleia |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 1, p. 61-81
|
| Subject: | Portfolio-Management | Portfolio selection | Präferenztheorie | Theory of preferences | Erwartungsnutzen | Expected utility | Zeitkonsistenz | Time consistency | 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/10008908393