Diversity and arbitrage in a regulatory breakup model
Winslow Strong; Jean-Pierre Fouque
| Year of publication: |
2011
|
|---|---|
| Authors: | Strong, Winslow ; Fouque, Jean-Pierre |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 7.2011, 3, p. 349-374
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Martingal | Martingale | Finanzmarktregulierung | Financial market regulation | Regulierung | Regulation | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10009248122