Managing a value-preserving portfolio over time
type: Item
instance of: scholarly article
title: Managing a value-preserving portfolio over time
zbMATH Open document ID: 0924.90028
DOI: 10.1016/0377-2217(96)88172-0
author: Thomas Wiesemann
published in: European Journal of Operational Research
publication date: 1999-02-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B42
zbMATH DE Number: 1252839
zbMATH Keywords: finance
zbMATH Keywords: portfolio and consumption policy
zbMATH Keywords: value-preserving
zbMATH Keywords: martingale approach
zbMATH Keywords: variational inequality
MaRDI profile type: Publication
full work available at URL: 0377-2217(96)88172-0
OpenAlex ID: W2101248058
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description: scientific article; zbMATH DE number 1252839