The performance of stochastic dynamic and fixed mix portfolio models

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Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Bibliographic citation
Stochastic Programming E-Print Series ; 9

Classification
Mathematik

Event
Veröffentlichung
(where)
Berlin
(who)
Humboldt-Universität zu Berlin
(when)
2000
Creator
Fleten, Stein-Erik
Høyland, Kjetil
Wallace, Stein W.

DOI
10.18452/8233
URN
urn:nbn:de:kobv:11-110-18452/8885-3
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 11:02 AM CEST

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Associated

  • Fleten, Stein-Erik
  • Høyland, Kjetil
  • Wallace, Stein W.
  • Humboldt-Universität zu Berlin

Time of origin

  • 2000

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Dynamic optimal mean-variance portfolio selection with a 3/2 stochastic volatility

DYNAMIC MIX 2000: Bd. 14

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DYNAMIC MIX 2000: Bd. 14

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DYNAMIC MIX 2000: Bd. 2

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DYNAMIC MIX 2000: Bd. 15

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DYNAMIC MIX 2000: Bd. 9

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DYNAMIC MIX 2000: Bd. 13

DYNAMIC MIX 2000: Bd. 5

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DYNAMIC MIX 2000: Bd. 5

DYNAMIC MIX 2000: Bd. 4

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DYNAMIC MIX 2000: Bd. 4

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