Trautmann S.

S. Trautmann

Information about the author S. Trautmann will soon be added to the site.
Found 2 papers in total
Optimal control of option portfolios and applications
1999
We present an expected utility maximisation framework for optimally controlling a...
Continuous-time portfolio optimization under terminal wealth constraints
1995
Typically portfolio analysis is based on the expected utility or the mean-variance...
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