[Back]


Publications in Scientific Journals:
J. Leitner:
"Optimal portfolios with lower partial moment constraints and LPM-risk optimal martingale measures";
Mathematical Finance, 18 (2008), 2; 317 - 331.

Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)

Created from the Publication Database of the Vienna University of Technology.