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Optimal portfolios with bounded Capital-at-Risk
Contributors
- Klüppelberg, Claudia
- Korn, Ralf
Creator
- Emmer, Susanne
Publisher
- Technische Universität Kaiserslautern, Fachbereich Mathematik
Subject
- Black-Scholes model
- Capital-at-Risk
- generalized inverse Gaussian diffusion
- jump diffusion
- portfolio optimization
- Value-at-Risk
Type of item
Contributors
- Klüppelberg, Claudia
- Korn, Ralf
Creator
- Emmer, Susanne
Publisher
- Technische Universität Kaiserslautern, Fachbereich Mathematik
Subject
- Black-Scholes model
- Capital-at-Risk
- generalized inverse Gaussian diffusion
- jump diffusion
- portfolio optimization
- Value-at-Risk
Type of item
Providing institution
Aggregator
Rights statement for the media in this item (unless otherwise specified)
- http://rightsstatements.org/vocab/InC/1.0/
Identifier
- http://nbn-resolving.de/urn:nbn:de:hbz:386-kluedo-10622
Language
- eng
Is part of
- Report in Wirtschaftsmathematik (WIMA Report)
Providing country
- Germany
Collection name
First time published on Europeana
- 2017-04-05T13:32:48.533Z
Last time updated from providing institution
- 2017-11-13T10:47:26.064Z