Optimal portfolio selection for general provisioning and terminal wealth problems
Koen Van Weert; Jan Dhaene; Marc Goovaerts
| Year of publication: |
2010
|
|---|---|
| Authors: | Van Weert, Koen ; Dhaene, Jan ; Goovaerts, Marc J. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 1, p. 90-97
|
| Subject: | provisioning problem | terminal wealth constraint | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10003985403