Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management.

We study a variety of optimal investment problems for objectives related to aataining goals by a fixed terminal time.

Year of publication:	1996
Authors:	Browne, S.
Institutions:	Graduate School of Business, Columbia University
Subject:	FINANCIAL MARKET \| PRICING \| PORTFOLIO \| INVESTMENTS

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Series:	Columbia - Graduate School of Business.
Type of publication:	Book / Working Paper
Notes:	34 pages
Classification:	G11 - Portfolio Choice ; G12 - Asset Pricing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005776744