Co-monotonicity of optimal investments and the design of structured financial products

Marc Rieger ()

Finance and Stochastics, 2011, vol. 15, issue 1, 27-55

Keywords: Co-monotonicity; Structured products; Portfolio optimization; No-arbitrage condition; Decision theory; 91B28; 49J45; 49M25; 91B06; G11; C61 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s00780-009-0117-9

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