Dynamic hybrid products with guarantees -- an optimal portfolio framework (Q1757610): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.11.005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2903446156 / rank | |||
Normal rank | |||
Revision as of 23:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic hybrid products with guarantees -- an optimal portfolio framework |
scientific article |
Statements
Dynamic hybrid products with guarantees -- an optimal portfolio framework (English)
0 references
15 January 2019
0 references
dynamic hybrid products
0 references
continuous-time portfolio optimization
0 references
DTH-products
0 references
discrete vs. continuous realization
0 references
