Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios

From MaRDI portal
Publication:2707145
Jump to:navigation, search

DOI10.1111/1467-9965.00091zbMath1039.91028OpenAlexW2077666326MaRDI QIDQ2707145

Ralf Korn

Publication date: 29 March 2001

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:386-kluedo-10592


zbMATH Keywords

optimal portfolio choicevalue-preserving strategy


Mathematics Subject Classification ID


Related Items

A class of complete benchmark models with intensity-based jumps ⋮ A closed-form solution for the continuous-time consumption model with endogenous labor income ⋮ Sustainability revisited ⋮ Optimal management and inflation protection for defined contribution pension plans ⋮ Value management ⋮ Portfolio selection subject to growth objectives ⋮ AN AXIOMATIC APPROACH TO SUSTAINABILITY




This page was built for publication: Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2707145&oldid=15556327"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 3 February 2024, at 12:03.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki