Robust preferences and robust portfolio choice


Föllmer, Hans ; Schied, Alexander ; Weber, Stefan


URL: http://dx.doi.org/10.1016/S1570-8659(08)00002-1
Additional URL: http://citeseerx.ist.psu.edu/viewdoc/download;jses...
Document Type: Book chapter
Year of publication: 2009
Book title: Special volume: Mathematical modeling and numerical methods in finance
The title of a journal, publication series: Handbook of Numerical Analysis
Volume: 15
Page range: 29-87
Author/Publisher of the book
(only the first ones mentioned)
:
Bensoussan, Alain
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier
ISBN: 978-0-444-51879-8
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Föllmer, Hans ; Schied, Alexander ; Weber, Stefan (2009) Robust preferences and robust portfolio choice. Bensoussan, Alain Special volume: Mathematical modeling and numerical methods in finance Handbook of Numerical Analysis Amsterdam [u.a.] 15 29-87 [Book chapter]


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