The Markov-modulated risk model with investment
Mirko Kötter and Nicole Bäuerle
| Year of publication: |
2007
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|---|---|
| Authors: | Kötter, Mirko ; Bäuerle, Nicole |
| Published in: |
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables. - Berlin : Springer, ISBN 3-540-69994-5. - 2007, p. 575-580
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| Subject: | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003472248