The numeraire portfolio for unbounded semimartingales
Dirk Becherer
| Year of publication: |
2001
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|---|---|
| Authors: | Becherer, Dirk |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 3, p. 327-341
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Bewertung | Evaluation | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001599277