- 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