On Optimal Constrained Investment Strategies for Long-Term Savers in Stochastic Environments and Probability Hedging
Year of publication: |
2023
|
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Authors: | Gerrard, Russell J. ; Kyriakou, Ioannis ; Nielsen, Jens Perch ; Vodička, Peter |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Hedging | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Investitionsentscheidung | Investment decision | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (44 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Journal of Operational Research Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2022 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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