Portfolio choice via quantiles
Year of publication: |
2011
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Authors: | He, Xue Dong ; Zhou, Xun Yu |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 21.2011, 2, p. 203-231
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Subject: | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Cash Flow | Cash flow | Duales Optimierungsproblem | Dual optimization problem | Investmentfonds | Investment Fund | Theorie | Theory |
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