Showing 1 - 10 of 26,499
Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets …
Persistent link: https://www.econbiz.de/10012868421
Persistent link: https://www.econbiz.de/10001448312
Persistent link: https://www.econbiz.de/10000962833
Persistent link: https://www.econbiz.de/10000085068
Persistent link: https://www.econbiz.de/10000072026
This book provides a comprehensive treatment of all the steps of asset allocation: detecting the market invariants; estimating the invariants' distribution; modeling the market at any horizon; defining optimality; accounting for estimation- and model-risk; including the practitioner's experience...
Persistent link: https://www.econbiz.de/10002116344
Persistent link: https://www.econbiz.de/10002420730
Persistent link: https://www.econbiz.de/10002946711
Persistent link: https://www.econbiz.de/10002747136
Persistent link: https://www.econbiz.de/10002747208