On optimal strategies for utility maximizers in the arbitrage pricing model
Year of publication: |
November 2016
|
---|---|
Authors: | Rásonyi, Miklós |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 7, p. 1-12
|
Subject: | Utility maximization | large financial markets | optimal strategies | risk-neutral measures | Theorie | Theory | Portfolio-Management | Portfolio selection | Arbitrage Pricing | Arbitrage pricing | CAPM |
-
No-arbitrage principle in conic finance
Vazifedan, Mehdi, (2020)
-
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas, (1998)
-
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
- More ...
-
On utility maximization under model uncertainty in discrete‐time markets
Rásonyi, Miklós, (2020)
-
Guasoni, Paolo, (2021)
-
A note on arbitrage in term structure
Rásonyi, Miklós, (2008)
- More ...