- Title:
Optimal portfolios with bounded downside risks.
- Document type:
- Report / Forschungsbericht
- Author(s):
- Emmer, S., Klüppelberg, C. , and Korn, R.
- Contracting organization:
- Lehrstuhl für Mathematische Statistik
- Year:
- 2000
- Language:
- de
- Notes:
- Preprint
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
- BibTeX