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Title:

Optimal portfolios with bounded Capital-at-Risk

Document type:
Zeitschriftenaufsatz
Author(s):
Emmer, S., Klüppelberg, C. , Korn, R.
Journal title:
Mathematical Finance
Year:
2001
Journal volume:
11
Journal issue:
4
Pages contribution:
365-384
Reviewed:
ja
Language:
en
Fulltext / DOI:
doi:10.1111/1467-9965.00121
WWW:
jsessionid=49F0529B9054AA77004821AB8A65575A.d03t01
Status:
Preprint / submitted
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX