Portfolio optimization under dynamic risk constraints
Author: | Imke Höfers, Ralf Wunderlich |
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URL: | http://arxiv.org/pdf/1602.00570v1.pdf |
Title of the source (English): | arXiv.org |
Document Type: | Scientific journal article peer-reviewed |
Language: | English |
Year of publication: | 2016 |
Number of pages: | 28 |
Faculty/Chair: | Fakultät 1 MINT - Mathematik, Informatik, Physik, Elektro- und Informationstechnik / FG Wirtschaftsmathematik |