Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)

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Primary Data

Project Acronym Projekt Kurzbezeichnung
FAM: CDL PRisMa
 
Project Title (de) Projekttitel (de)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Project Title (en) Projekttitel (en)
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
CDG Christian Doppler Forschungsgesellschaft

Publications

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Date Issued:  [2000 TO 2022]
Subject:  Economics and Econometrics

Results 1-2 of 2 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Grandits, Peter ; Hubalek, Friedrich ; Schachermayer, Walter ; Žigo, Mislav Optimal expected exponential utility of dividend payments in a Brownian risk modelArtikel Article2007
2Klöppel, Susanne ; Schweizer, Martin Dynamic Indifference Valuation via Convex Risk MeasuresArtikel Article2007