Modular portfolio theory : a general framework with risk and utility measures as well as trading strategies on multi-period markets

Aachen (2018, 2019) [Dissertation / PhD Thesis]

Page(s): 1 Online-Ressource (xii, 146 Seiten) : Diagramme

Authors

Selected Authors

Platen, Andreas

Identifier

  • REPORT NUMBER: RWTH-2018-230691