Robust utility maximization in a stochastic factor model
Year of publication: |
13 Dec. 2005
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Other Persons: | Hernández-Hernández, Daniel (contributor) ; Schied, Alexander (contributor) |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Faktorenanalyse | Factor analysis | Mathematische Optimierung | Mathematical programming |
Extent: | Online-Ressource, 16 S., Text |
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Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2006,007 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/25090 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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