Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM

Johannes Leitner

Year of publication:	2001 ; 1. Aufl.
Authors:	Leitner, Johannes
Publisher:	Konstanz : Hartung-Gorre
Subject:	backward stochastic differential equation \| Kapitalmarkttheorie \| Financial economics \| Erwartungsnutzen \| Expected utility \| Portfolio-Management \| Portfolio selection \| Hedging \| Analysis \| Mathematical analysis \| Stochastischer Prozess \| Stochastic process \| CAPM \| Theorie \| Theory \| Martingal \| Martingale \| Erwartungswert-Varianz-Ansatz \| Nutzenmaximierung \| Semimartingal \| Dualitätstheorie
Description of contents:	Table of Contents [external.dandelon.com]

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