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~language:"und"
~person:"Platen, Eckhard"
~subject:"Follmer-Schweizer decomposion"
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Follmer-Schweizer decomposion
growth optimal portfolio
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world stock index
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Platen, Eckhard
Biagini, Francesca
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Cretarola, Alessandra
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Finance Discipline Group, Business School
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Local Risk-Minimization under the Benchmark Approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
-
Finance Discipline Group, Business School
-
2012
proposed benchmarked local risk-minimization allows to handle under extremely weak assumptions a much richer modeling
world
…
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