Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
Winston Buckley, Hongwei Long, Mario Marshall
| Year of publication: |
16 July 2016
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| Authors: | Buckley, Winston ; Long, Hongwei ; Marshall, Mario |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 252.2016, 2 (16.7.), p. 676-686
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| Subject: | Finance | Asymmetric information | Mispricing | Optimal portfolio | Simulation | Portfolio-Management | Portfolio selection | Theorie | Theory | Asymmetrische Information | Stochastischer Prozess | Stochastic process | CAPM |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.01.050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011457778