Modular portfolio theory : a general framework with risk and utility measures as well as trading strategies on multi-period markets
vorgelegt von Andreas Platenm M.Sc. ; Berichter: Univ.-Prof. Dr. Stanislaus Maier-Paape (RWTH Aaachen University), Univ.-Prof. Erhard Erhard Cramer (RWTH Aaachen University), Prof. Dr. Qiji Jim Zhu (Michigan University, USA)
| Year of publication: |
[2018?]
|
|---|---|
| Authors: | Platen, Andreas |
| Other Persons: | Maier-Paape, Stanislaus (degree supervisor) ; Cramer, Erhard (degree supervisor) ; Zhu, Qiji Jim (degree supervisor) |
| Publisher: |
2018: Aachen : Universitätsbibliothek der RWTH Aachen |
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Nutzenfunktion | Utility function | Markov-Kette | Markov chain | Random Walk | Random walk |
freely available