author = { Wittlinger, Marc },

title = { Terminal wealth problems in illiquid markets under a drawdown constraint },

publisher = {Universität Ulm},

keywords = { MDP , Portfolio optimization , Structure theorem , Limsup Markov decision process , DDC 510 / Mathematics , Markov-Entscheidungsprozess , Terminal wealth problem , Inhomogeneous Lévy process , Limsup MDP , Liquiditätsrisiko , Drawdown constraint , Markov decision process , Decision making. Mathematical models , Howard’s policy improvement algorithm , Illiquid market , Inhomogeneous Poisson process , Liquidity risk },

year = {2016-03-15T06:23:12Z},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

url = { http://slubdd.de/katalog?TN_libero_mab2 }