A collective investment problem in a stochastic volatility environment : the impact of sharing rules
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
In: Annals of Operations Research ; 302 (2021). - S. 85-109. - ISSN 0254-5330. - eISSN 0254-5330
- Classification
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Wirtschaft
- Keyword
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Portfolio Insurance
G 11
G20 (Entwicklungsländer)
- Event
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Veröffentlichung
- (where)
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Ulm
- (who)
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Universität Ulm
- (when)
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2021
- Creator
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Chen, An
Nguyen, Thai
Rach, Manuel
- DOI
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10.18725/OPARU-49442
- URN
-
urn:nbn:de:bsz:289-oparu-49518-6
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 14.08.2025, 11:00 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Chen, An
- Nguyen, Thai
- Rach, Manuel
- Universität Ulm
Time of origin
- 2021
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