Optimal investment : bounds and heuristics
L. C. G. Rogers and P. Zaczkowski
| Year of publication: |
December 2015
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|---|---|
| Authors: | Rogers, Leonard C. G. ; Zaczkowski, P. |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 19.2015/2016, 2, p. 1-28
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| Subject: | optimal investment | duality | pathwise | simulation | incomplete market | Unvollkommener Markt | Incomplete market | Theorie | Theory | Heuristik | Heuristics | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Simulation | Stochastischer Prozess | Stochastic process |
| 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/10011442629