A general framework for portfolio theory, part III, multi-period markets and modular approach
Year of publication: |
2019
|
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Authors: | Maier-Paape, Stanislaus ; Platen, Andreas ; Zhu, Qiji Jim |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 2/60, p. 1-31
|
Subject: | portfolio theory | modular portfolio theory | efficient frontier | trading strategy | multi-period market model | arbitrage | bond replicating | risk-free | relative log drawdown | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Arbitrage Pricing | Arbitrage pricing | Arbitrage | Anleihe | Bond |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7020060 [DOI] hdl:10419/257898 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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