Title of article
Optimal portfolio management with American capital guarantee
Author/Authors
Nicole El Karoui، نويسنده , , Monique Jeanblanc، نويسنده , , Vincent Lacoste، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
20
From page
449
To page
468
Keywords
Portfolio optimization , American Options , Dynamic asset allocation
Journal title
Journal of Economic Dynamics and Control
Serial Year
2005
Journal title
Journal of Economic Dynamics and Control
Record number
238807
Link To Document