On the steady state of the replicating portfolio : accounting for a growth rate
Jacco L. Wielhouwer
| Year of publication: |
2003
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|---|---|
| Authors: | Wielhouwer, Jacco L. |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 25.2003, 3, p. 329-343
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| Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Verrechnungspreis | Transfer pricing | Markov-Kette | Markov chain | Theorie | Theory |
| 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/10001788786