Portfolio optimization under volatility and shortfall constraints
Dieter Kalin ; Rudi Zagst
| Year of publication: |
[1995]
|
|---|---|
| Authors: | Kalin, Dieter ; Zagst, Rudi |
| Publisher: |
Ulm |
| Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory |
| Extent: | 19 Bl. : graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000955547