Martingales and Portfolio Decisions: A User’s Guide
Year of publication: |
2006
|
---|---|
Authors: | Zimmermann, Heinz |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 20.2006, 1, p. 75-101
|
Publisher: |
Springer |
Subject: | Dynamic portfolio selection | Martingales | Binomial framework |
-
Along but beyond mean-variance: Utility maximization in a semimartingale model
Huhtala, Heli, (2008)
-
A multi-period portfolio selection in a large financial market
Koné, N'Golo, (2020)
-
A multi-period portfolio selection in a large financial market
Koné, N'Golo, (2020)
- More ...
-
Corporate Governance, Unternehmensbewertung und Wettbewerb - eine Untersuchung für die Schweiz
Beiner, Stefan, (2004)
-
Corporate Governance und Unternehmungsbewertung in der Schweiz
Beiner, Stefan, (2004)
-
Risk, returns, and biases of listed private equity portfolios
Bilo, Stéphanie, (2005)
- More ...