Optimal Portfolios Under Bounded Shortfall Risk and Partial Information

DOI10.1007/978-3-540-69995-8_92zbMath1209.91154OpenAlexW1519074753MaRDI QIDQ5391862

Abdelali Gabih, Ralf Wunderlich, Jörn Sass

Publication date: 7 April 2011

Published in: Operations Research Proceedings 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69995-8_92

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

Related Items (1)

Utility Maximization Under Bounded Expected Loss

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