Portfolio optimization for an investor with a benchmark
R. Korn; C. Lindberg
| Year of publication: |
2014
|
|---|---|
| Authors: | Korn, Ralf ; Lindberg, Carl |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 37.2014, 2, p. 373-384
|
| Subject: | Portfolio optimization | Benchmark | Stochastic control | Exponential utility | Portfolio-Management | Portfolio selection | Benchmarking | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
| 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/10010412437