Co-monotonicity of optimal investments and the design of structured financial products
type: Item
instance of: scholarly article
title: Co-monotonicity of optimal investments and the design of structured financial products
zbMATH Open document ID: 1303.91160
author: Marc Oliver Rieger
published in: Finance and Stochastics
publication date: 2014-12-17T00:00:00Z
full work available at URL: ZORA NL 156728.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 49N90
Mathematics Subject Classification ID: 91B08
zbMATH DE Number: 6381302
zbMATH Keywords: co-monotonicity
zbMATH Keywords: structured products
zbMATH Keywords: portfolio optimization
zbMATH Keywords: no-arbitrage condition
zbMATH Keywords: decision theory
MaRDI profile type: Publication
OpenAlex ID: W3124792475
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DOI: 10.1007/S00780-009-0117-9
description: scientific article; zbMATH DE number 6381302