No-arbitrage bounds for financial scenarios
Alois Geyer; Michael Hanke; Alex Weissensteiner
| Year of publication: |
2014
|
|---|---|
| Authors: | Geyer, Alois ; Hanke, Michael ; Weissensteiner, Alex |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 236.2014, 2 (16.7.), p. 657-663
|
| Subject: | Finance | Scenarios | No-arbitrage bounds | Financial optimization | Theorie | Theory | Portfolio-Management | Portfolio selection | Arbitrage | Szenariotechnik | Scenario analysis | Arbitrage Pricing | Arbitrage pricing | Finanzmarkt | Financial market | CAPM |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10010366120