Nikeghbali, Ashkan; Platen, Eckhard - Finance Discipline Group, Business School - 2008
market model is its growth optimal portfolio (GOP), which maximizes the growth rate of strictly positive portfolios. Primary …. The
central building block of the market model is its growth optimal portfolio
(GOP), which maximizes the growth rate of …, honest times, growth optimal
portfolio, benchmark approach, real world pricing, nonnegative local martingales.
1Institut f …