Matches in SemOpenAlex for { <https://semopenalex.org/work/W2082372111> ?p ?o ?g. }
Showing items 1 to 94 of
94
with 100 items per page.
- W2082372111 endingPage "321" @default.
- W2082372111 startingPage "315" @default.
- W2082372111 abstract "We consider the determination of optimal portfolios under a lower bound on the final wealth. Possible applications range from capital guarantee strategies over life insurance investment where part of the benefit is a guaranteed return on capital to continuous-time mean-variance problems with a strictly positive lower bound. Our solution method consists of transforming the original problem into a portfolio problem without a positive lower bound but a transformed utility function and a modified initial wealth." @default.
- W2082372111 created "2016-06-24" @default.
- W2082372111 creator A5091105343 @default.
- W2082372111 date "2005-06-01" @default.
- W2082372111 modified "2023-10-09" @default.
- W2082372111 title "Optimal portfolios with a positive lower bound on final wealth" @default.
- W2082372111 cites W1981833044 @default.
- W2082372111 cites W1991510170 @default.
- W2082372111 cites W2018172082 @default.
- W2082372111 cites W4233454130 @default.
- W2082372111 cites W4249389286 @default.
- W2082372111 cites W4253986882 @default.
- W2082372111 doi "https://doi.org/10.1080/14697680500167927" @default.
- W2082372111 hasPublicationYear "2005" @default.
- W2082372111 type Work @default.
- W2082372111 sameAs 2082372111 @default.
- W2082372111 citedByCount "23" @default.
- W2082372111 countsByYear W20823721112013 @default.
- W2082372111 countsByYear W20823721112014 @default.
- W2082372111 countsByYear W20823721112017 @default.
- W2082372111 countsByYear W20823721112018 @default.
- W2082372111 countsByYear W20823721112019 @default.
- W2082372111 countsByYear W20823721112020 @default.
- W2082372111 countsByYear W20823721112021 @default.
- W2082372111 countsByYear W20823721112022 @default.
- W2082372111 crossrefType "journal-article" @default.
- W2082372111 hasAuthorship W2082372111A5091105343 @default.
- W2082372111 hasConcept C106159729 @default.
- W2082372111 hasConcept C121955636 @default.
- W2082372111 hasConcept C134306372 @default.
- W2082372111 hasConcept C14036430 @default.
- W2082372111 hasConcept C144237770 @default.
- W2082372111 hasConcept C149782125 @default.
- W2082372111 hasConcept C159985019 @default.
- W2082372111 hasConcept C162324750 @default.
- W2082372111 hasConcept C166957645 @default.
- W2082372111 hasConcept C17744445 @default.
- W2082372111 hasConcept C192562407 @default.
- W2082372111 hasConcept C196083921 @default.
- W2082372111 hasConcept C199539241 @default.
- W2082372111 hasConcept C204323151 @default.
- W2082372111 hasConcept C27548731 @default.
- W2082372111 hasConcept C2780821815 @default.
- W2082372111 hasConcept C33923547 @default.
- W2082372111 hasConcept C77553402 @default.
- W2082372111 hasConcept C78458016 @default.
- W2082372111 hasConcept C83646750 @default.
- W2082372111 hasConcept C86803240 @default.
- W2082372111 hasConcept C94625758 @default.
- W2082372111 hasConcept C95457728 @default.
- W2082372111 hasConceptScore W2082372111C106159729 @default.
- W2082372111 hasConceptScore W2082372111C121955636 @default.
- W2082372111 hasConceptScore W2082372111C134306372 @default.
- W2082372111 hasConceptScore W2082372111C14036430 @default.
- W2082372111 hasConceptScore W2082372111C144237770 @default.
- W2082372111 hasConceptScore W2082372111C149782125 @default.
- W2082372111 hasConceptScore W2082372111C159985019 @default.
- W2082372111 hasConceptScore W2082372111C162324750 @default.
- W2082372111 hasConceptScore W2082372111C166957645 @default.
- W2082372111 hasConceptScore W2082372111C17744445 @default.
- W2082372111 hasConceptScore W2082372111C192562407 @default.
- W2082372111 hasConceptScore W2082372111C196083921 @default.
- W2082372111 hasConceptScore W2082372111C199539241 @default.
- W2082372111 hasConceptScore W2082372111C204323151 @default.
- W2082372111 hasConceptScore W2082372111C27548731 @default.
- W2082372111 hasConceptScore W2082372111C2780821815 @default.
- W2082372111 hasConceptScore W2082372111C33923547 @default.
- W2082372111 hasConceptScore W2082372111C77553402 @default.
- W2082372111 hasConceptScore W2082372111C78458016 @default.
- W2082372111 hasConceptScore W2082372111C83646750 @default.
- W2082372111 hasConceptScore W2082372111C86803240 @default.
- W2082372111 hasConceptScore W2082372111C94625758 @default.
- W2082372111 hasConceptScore W2082372111C95457728 @default.
- W2082372111 hasIssue "3" @default.
- W2082372111 hasLocation W20823721111 @default.
- W2082372111 hasOpenAccess W2082372111 @default.
- W2082372111 hasPrimaryLocation W20823721111 @default.
- W2082372111 hasRelatedWork W1990650528 @default.
- W2082372111 hasRelatedWork W2019345893 @default.
- W2082372111 hasRelatedWork W2038812594 @default.
- W2082372111 hasRelatedWork W2072638530 @default.
- W2082372111 hasRelatedWork W2117278223 @default.
- W2082372111 hasRelatedWork W2359118052 @default.
- W2082372111 hasRelatedWork W2374829073 @default.
- W2082372111 hasRelatedWork W3205718857 @default.
- W2082372111 hasRelatedWork W3213470095 @default.
- W2082372111 hasRelatedWork W4386195899 @default.
- W2082372111 hasVolume "5" @default.
- W2082372111 isParatext "false" @default.
- W2082372111 isRetracted "false" @default.
- W2082372111 magId "2082372111" @default.
- W2082372111 workType "article" @default.