Lifetime consumption and investment for worst-case crash scenarios
Sascha Desmettre; Ralf Korn; Frank Thomas Seifried
| Year of publication: |
2015
|
|---|---|
| Authors: | Desmettre, Sascha ; Korn, Ralf ; Seifried, Frank Thomas |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 1, p. 1-30
|
| Subject: | Worst-case consumption | market crash | indifference strategy | martingale approach | controller-versus-stopper | Finanzkrise | Financial crisis | Konsumtheorie | Consumption theory | Portfolio-Management | Portfolio selection | Martingal | Martingale | Privater Konsum | Private consumption |
| Extent: | graph. Darst. |
|---|---|
| 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/10011403176