Show simple item record

dc.contributor.author
Keel, Simon
dc.contributor.author
Herzog, Florian
dc.contributor.author
Geering, Hans P.
dc.contributor.author
Schumann, Lorenz M.
dc.date.accessioned
2017-06-08T16:29:49Z
dc.date.available
2017-06-08T16:29:49Z
dc.date.issued
2007
dc.identifier.issn
1793-6322
dc.identifier.issn
0219-0249
dc.identifier.other
10.1142/S0219024907004536
dc.identifier.uri
http://hdl.handle.net/20.500.11850/4177
dc.language.iso
en
dc.publisher
World Scientific
dc.subject
Investment models
dc.subject
stochastic control
dc.subject
partial information
dc.subject
portfolio management;balanced fund
dc.title
Optimal Portfolio Construction under Partial Information for a Balanced Fund
dc.type
Journal Article
ethz.journal.title
International Journal of Theoretical and Applied Finance
ethz.journal.volume
10
ethz.journal.issue
6
ethz.journal.abbreviated
Int. j. theor. appl. financ.
ethz.pages.start
1015
ethz.pages.end
1042
ethz.notes
Received: 29 August 2005, Accepted: 16 October 2006.
ethz.identifier.nebis
003866603
ethz.publication.place
Singapore
ethz.publication.status
published
ethz.leitzahl
03176 - Geering, Hans Peter
ethz.leitzahl.certified
03176 - Geering, Hans Peter
ethz.date.deposited
2017-06-08T16:29:59Z
ethz.source
ECIT
ethz.identifier.importid
imp59364b748443674578
ethz.ecitpid
pub:14287
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-14T23:05:31Z
ethz.rosetta.lastUpdated
2019-01-02T04:13:46Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Optimal%20Portfolio%20Construction%20under%20Partial%20Information%20for%20a%20Balanced%20Fund&rft.jtitle=International%20Journal%20of%20Theoretical%20and%20Applied%20Finance&rft.date=2007&rft.volume=10&rft.issue=6&rft.spage=1015&rft.epage=1042&rft.issn=1793-6322&0219-0249&rft.au=Keel,%20Simon&Herzog,%20Florian&Geering,%20Hans%20P.&Schumann,%20Lorenz%20M.&rft.genre=article&
 Search via SFX

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record