Complete markets do not not allow free cash flow streams
Nicole Bäuerle; Stefanie Grether
| Year of publication: |
2015
|
|---|---|
| Authors: | Bäuerle, Nicole ; Grether, Stefanie |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 81.2015, 2, p. 137-146
|
| Subject: | Mean-variance problem | Time-inconsistency | Market completeness | Benchmark problem | Cash Flow | Cash flow | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010526383