A note on utility based pricing and asymptotic risk diversification
Bruno Bouchard; Romuald Elie; Ludovic Moreau
| Year of publication: |
2012
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|---|---|
| Authors: | Bouchard, Bruno ; Elie, Romuald ; Moreau, Ludovic |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 6.2012, 1, p. 59-74
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009544185