Algorithms for portfolio optimization and portfolio insurance
By: von Markus Rudolf.
Series: Bank- und finanzwirtschaftliche Forschungen ;; Bd. 192
Publisher: P. Haupt
Published: 1994
Place of publication: Bern
Language: eng
Number of pages: 201
Subjects: Portfolio management -- Mathematical models; Insurance, Investment guaranty -- Mathematical models
Notes: Includes bibliographical references (p. 190-198) and index.