학술논문

Optimal investment for a large investor in a regime-switching model
Document Type
Text
Source
Subject
Economy
Portfolio Insurance
Portfolio Selection
Portfolio management
Expected benefit
Risk aversion
Stochastic dynamic optimization, portfolio selection, expected benefits
Expectation utility
Theory
Wirtschaft
Mathematik
Portfoliomanagement
Institutioneller Anleger
Erwarteter Nutzen
Risikoaversion
Stochastische dynamische Optimierung, Portfolio Selection, Erwarteter Nutzen
(stw)Portfolio-Management
(stw)Institutioneller Investor
(stw)Erwartungsnutzen
(stw)Risikoaversion
(stw)Theorie
Language
English
Abstract
Kaiserslautern, Techn. Univ., Diss., 2011