Discrete-time implementation of continuous-time portfolio strategies
Nicole Branger, Beate Breuer and Christian Schlag
| Year of publication: |
2010
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|---|---|
| Authors: | Branger, Nicole ; Breuer, Beate ; Schlag, Christian |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 16.2010, 1/2, p. 137-152
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| Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | Performance-Messung | Performance measurement | Intertemporale Entscheidung | Intertemporal choice |
| 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/10003954449