Optimal portfolio construction under partial information for a balanced fund
Simon Keel, Florian Herzog and Hans P. Geering; Lorenz M. Schumann
| Year of publication: |
2007
|
|---|---|
| Authors: | Keel, Simon ; Herzog, Florian ; Geering, Hans Peter ; Schumann, Lorenz M. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 6, p. 1015-1042
|
| Subject: | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Stochastischer Prozess | Stochastic process | Theorie | Theory | USA | United States | 1970-2005 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003630993