Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
Libo Yin; Liyan Han
| Year of publication: |
2013
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|---|---|
| Authors: | Yin, Libo ; Han, Liyan |
| Published in: |
Including special section: applications of operations research in educational measurement in memory of Ronald D. Armstrong ; (1945 - 2011). - New York, NY : Springer. - 2013, p. 557-576
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| Subject: | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009792017