Portfolio insurance in complete markets : a note
Sanford J. Grossman ; Jean-Luc Vila
| Year of publication: |
1989
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|---|---|
| Authors: | Grossman, Sanford J. |
| Other Persons: | Vila, Jean-Luc (contributor) |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 62.1989, 4, p. 473-476
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| Subject: | Portfolio-Management | Portfolio selection | Hedging | Mathematische Optimierung | Mathematical programming | 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/10001079387