You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output.
Click here to find out more.
| Chapter title |
Elasticity Approach to Portfolio Optimization
|
|---|---|
| Chapter number | 3 |
| Book title |
Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
|
| Published by |
Springer, Berlin, Heidelberg, January 2004
|
| DOI | 10.1007/978-3-642-17041-6_3 |
| Book ISBNs |
978-3-54-021230-0, 978-3-64-217041-6
|
| Authors |
Holger Kraft |