Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading
Author: | Imke Redeker, Ralf Wunderlich |
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DOI: | https://doi.org/10.1515/strm-2017-0001 |
ISSN: | 2196-7040 |
ISSN: | 2193-1402 |
Title of the source (English): | Statistics & Risk Modeling |
Document Type: | Scientific journal article peer-reviewed |
Language: | English |
Year of publication: | 2018 |
Volume/Year: | 35 |
Issue number: | 1-2 |
First Page: | 1 |
Last Page: | 21 |
Faculty/Chair: | Fakultät 1 MINT - Mathematik, Informatik, Physik, Elektro- und Informationstechnik / FG Wirtschaftsmathematik |