Financial economics without probalistic prior assumptions
Year of publication: |
2015
|
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Authors: | Riedel, Frank |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 38.2015, 1, p. 75-91
|
Subject: | Probability-free finance | Fundamental theorem of asset pricing | Full support martingale measure | Superhedging | Infinite-dimensional linear programming | CAPM | Martingal | Martingale | Mathematische Optimierung | Mathematical programming | Kapitalmarkttheorie | Financial economics | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection |
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