A BENCHMARK APPROACH TO FINANCE (Q5472781): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2006.00265.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2166720436
@@ Property / OpenAlex ID: W2166720436 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3847797
@@ Property / cites work: Q3847797 / rank @@
+Normal rank
@@ Property / cites work @@
+No Arbitrage and the Growth Optimal Portfolio
@@ Property / cites work: No Arbitrage and the Growth Optimal Portfolio / rank @@
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing for unbounded stochastic processes
+Normal rank
@@ Property / cites work @@
+Q4023387
@@ Property / cites work: Q4023387 / rank @@
+Normal rank
@@ Property / cites work @@
+A complete explicit solution to the log-optimal portfolio problem.
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Understanding the implied volatility surface for options on a diversified index
+Normal rank
@@ Property / cites work @@
+Q4378664
@@ Property / cites work: Q4378664 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+The likelihood of various stock market return distributions. I: Principles of inference
+Normal rank
@@ Property / cites work @@
+Arbitrage in continuous complete markets
@@ Property / cites work: Arbitrage in continuous complete markets / rank @@
+Normal rank
@@ Property / cites work @@
+MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX
+Normal rank
@@ Property / cites work @@
+A class of complete benchmark models with intensity-based jumps
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
+Normal rank