Risk-sensitive dividend problems
Nicole Bäuerle; Anna Jaśkiewicz
| Year of publication: |
2015
|
|---|---|
| Authors: | Bäuerle, Nicole ; Jaśkiewicz, Anna |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 242.2015, 1 (1.4.), p. 161-171
|
| Subject: | Markov decision process | Dividend payout | Risk aversion | History-dependent policy | Fixed point problem | Dividende | Dividend | Theorie | Theory | Risikoaversion | Markov-Kette | Markov chain |
| 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/10010488024