Portfolio optimization and martingale measures
Year of publication: |
2000
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Authors: | Schäl, Manfred |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 10.2000, 2, p. 289-303
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Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Unvollkommener Markt | Incomplete market | Theorie | Theory | Martingal | Martingale |
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