Optimal investment for executive stockholders with exponential utility
Year of publication: |
2010
|
---|---|
Authors: | Desmettre, Sascha |
Publisher: |
Kaiserslautern : Fraunhofer Inst. für Techno- und Wirtschaftsmathematik, ITMW |
Subject: | Führungskräfte | Managers | Aktionäre | Shareholders | Portfolio-Management | Portfolio selection | Arbeitsleistung | Job performance | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Theorie | Theory | Portfolio Selection |
-
Optimal investment for executive stockholders with exponential utility
Desmettre, Sascha, (2012)
-
Optimal Investment for Executive Stockholders with Exponential Utility
Desmettre, Sascha, (2010)
-
Löffler, Andreas, (2001)
- More ...
-
Nested MC-based risk measurement of complex portfolios: Acceleration and energy efficiency
Desmettre, Sascha, (2016)
-
Good-deal bounds for option prices under value-at-risk and expected shortfall constraints
Desmettre, Sascha, (2020)
-
Work effort, consumption, and portfolio selection: when the occupational choice matters
Desmettre, Sascha, (2011)
- More ...