Monografie
Portfolio optimization with discrete trading strategies in a continuous time setting
- Sprache
-
Englisch
- Anmerkungen
-
Kaiserslautern, Univ., Diss., 2002
- Identifier
-
966330447
Thema
Nutzenfunktion ; Portfolio Insurance; Portfolio Selection; Portfoliomanagement; Transaktionskosten; Transaktionskostenansatz; Hochschulschrift; Online-Publikation
Beteiligte Personen und Organisationen
Laue, Silke
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:53 MEZ
Objekttyp
- Monografie
Beteiligte
- Laue, Silke
Ähnliche Objekte (12)
Some new aspects of optimal portfolios and option pricing
Option valuation, optimization and excursions of commodity indices
Mathematical methods for the efficient assessment of market and credit risk
Optimal investment for a large investor in a regime-switching model
Portfoliooptimierung im Binomialmodell
Optimal investment in the face of adversity : taxes, crashes, and illiquidity
Credit risk evaluation : modeling - analysis - management
Worst-Case Portfolio Optimization: Transaction Costs and Bubbles
Beiträge zur Analyse von Finanzmarktmodellen mit Transaktionskosten
Rational hedging and valuation with utility based preferences
Financial risk management and portfolio optimization using artificial neural networks and extreme value theory
Maximizing the Asymptotic Growth Rate under Fixed and Proportional Transaction Costs in a Financial Market with Jumps
Some new aspects of optimal portfolios and option pricing
Option valuation, optimization and excursions of commodity indices
Mathematical methods for the efficient assessment of market and credit risk
Optimal investment for a large investor in a regime-switching model
Portfoliooptimierung im Binomialmodell
Optimal investment in the face of adversity : taxes, crashes, and illiquidity
Credit risk evaluation : modeling - analysis - management
Worst-Case Portfolio Optimization: Transaction Costs and Bubbles
Beiträge zur Analyse von Finanzmarktmodellen mit Transaktionskosten
Rational hedging and valuation with utility based preferences
Financial risk management and portfolio optimization using artificial neural networks and extreme value theory
Maximizing the Asymptotic Growth Rate under Fixed and Proportional Transaction Costs in a Financial Market with Jumps
Some new aspects of optimal portfolios and option pricing
Option valuation, optimization and excursions of commodity indices
Mathematical methods for the efficient assessment of market and credit risk
Optimal investment for a large investor in a regime-switching model
Portfoliooptimierung im Binomialmodell
Optimal investment in the face of adversity : taxes, crashes, and illiquidity
Credit risk evaluation : modeling - analysis - management
Worst-Case Portfolio Optimization: Transaction Costs and Bubbles
Beiträge zur Analyse von Finanzmarktmodellen mit Transaktionskosten
Rational hedging and valuation with utility based preferences
Financial risk management and portfolio optimization using artificial neural networks and extreme value theory