The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Ralf Korn; Frank Oertel; Manfred Schäl
| Year of publication: |
2003
|
|---|---|
| Authors: | Korn, Ralf ; Oertel, Frank ; Schäl, Manfred |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 26.2003, 2, p. 153-166
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| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | CAPM |
| 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/10001827987