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Kraft, Holger
Libros de: Kraft, Holger
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Optimal Portfolios With Stochastic Interest Rates And Defaultable Assets.
Kraft, Holger
Springer (2004)
- EAN: 9783540212300
- Páginas: 170
- Fecha de edición: 2004
pvp.42,50 €
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The continuous-time portfolio problem consists of finding the optimal investment strategy of an investor. In the classical Merton problem the investor can allocate his funds to a riskless savings account and risky assets. However, to ...
