Mutual Fund Theorem for continuous time markets with random coefficients
Nikolai Dokuchaev
| Year of publication: |
2014
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|---|---|
| Authors: | Dokučaev, Nikolaj G. |
| Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 76.2014, 2, p. 179-199
|
| Subject: | Optimal portfolio | Mutual Fund Theorem | Continuous time market models | Investmentfonds | Investment Fund | Theorie | Theory | Portfolio-Management | Portfolio selection |
| 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/10010345260