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AuthorPistorius, Martijndc.contributor.author
AuthorStadje, Mitjadc.contributor.author
Date of accession2018-11-27T11:24:54Zdc.date.accessioned
Available in OPARU since2018-11-27T11:24:54Zdc.date.available
Date of first publication2017dc.date.issued
Languageendc.language.iso
PublisherUniversität Ulmdc.publisher
KeywordDeviation measuredc.subject
Keywordtime-consistencydc.subject
Keywordportfolio optimizationdc.subject
Keywordextended HJB equationdc.subject
Keywordvariance asset allocationdc.subject
Keywordrisk measuresdc.subject
Keywordnonlinear expectationsdc.subject
Keywordconsistentdc.subject
Keywordmodeldc.subject
Keywordinvestmentdc.subject
Keywordambiguitydc.subject
Keywordprincipledc.subject
Keywordselectiondc.subject
Keyworddiscretedc.subject
Dewey Decimal GroupDDC 330 / Economicsdc.subject.ddc
TitleON DYNAMIC DEVIATION MEASURES AND CONTINUOUS-TIME PORTFOLIO OPTIMIZATIONdc.title
Resource typeWissenschaftlicher Artikeldc.type
FacultyFakultät für Mathematik und Wirtschaftswissenschaftenuulm.affiliationGeneral
InstitutionInstitut für Finanzmathematikuulm.affiliationSpecific
DCMI TypeTextuulm.typeDCMI
CategoryPublikationsnachweiseuulm.category
DOI (external)10.1214/17-AAP1282dc.identifier.doiExternal
Source - Title of sourceAnnals of Applied Probabilitysource.title
Source - Place of publicationInstitute of Mathematical Statisticssource.publisher
Source - Volume27source.volume
Source - Issue6source.issue
Source - Year2017source.year
Source - From page3342source.fromPage
Source - To page3384source.toPage
Source - ISSN1050-5164source.identifier.issn
CommunityFakultät für Mathematik und Wirtschaftswissenschaftenuulm.community
WoS000417972700003uulm.identifier.wos
Bibliographyuulmuulm.bibliographie


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