Optimal portfolio policies under bounded expected loss and partial information
Jörn Sass; Ralf Wunderlich
| Year of publication: |
2010
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|---|---|
| Authors: | Sass, Jörn ; Wunderlich, Ralf |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 72.2010, 1, p. 25-61
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| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Erwartungsbildung | Expectation formation |
| 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/10008652566