On optimal investiment strategies
| Year of publication: |
1997
|
|---|---|
| Authors: | Gerber, Hans ; Shiu, Elias |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 20.1997, 2, p. 133-151
|
| Publisher: |
Springer |
| Subject: | Dynamic asset allocation | optimal capital growth | utility functions | risk tolerance | Esscher transform |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169561