Robust utility maximization with limited downside risk in incomplete markets

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Autoren

  • Anne Gundel
  • Stefan Weber

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Originalspracheundefiniert/unbekannt
FachzeitschriftStochastic Processes and their Applications
PublikationsstatusVeröffentlicht - 2007

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Robust utility maximization with limited downside risk in incomplete markets. / Gundel, Anne; Weber, Stefan.
in: Stochastic Processes and their Applications, 2007.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

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journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
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T1 - Robust utility maximization with limited downside risk in incomplete markets

AU - Gundel, Anne

AU - Weber, Stefan

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