Investment timing in presence of downside risk : a certainty equivalent characterization
Luis H. R. Alvarez; Teppo A. Rakkolainen
| Year of publication: |
2010
|
|---|---|
| Authors: | Alvarez, Luis H. R. ; Rakkolainen, Teppo A. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 3, p. 317-333
|
| Subject: | Investitionsrisiko | Investment risk | Stochastischer Prozess | Stochastic process | Suchtheorie | Search 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/10003978877