Multi-period risk measures and optimal investment policies
Zhiping Chen, Giorgio Consigli, Jia Liu, Gang Li, Tianwen Fu, and Qianhui Hu
| Year of publication: |
[2017]
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| Authors: | Chen, Zhiping ; Consigli, Giorgio ; Liu, Jia ; Li, Gang ; Fu, Tianwen ; Hu, Qianhui |
| Published in: |
Optimal financial decision making under uncertainty. - [Cham] : Springer, ISBN 3-319-41611-1. - 2017, p. 1-34
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| Subject: | Investitionsentscheidung unter Unsicherheit | Investment under uncertainty | Risikomaß | Risk measure | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-41613-7_1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011558439