Shortfall risk minimization in a discrete regime switching model
Gerard Awanou
| Year of publication: |
2007
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|---|---|
| Authors: | Awanou, Gerard |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 30.2007, 1, p. 71-78
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| Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| 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/10003516767