Diversified portfolios with jumps in a benchmark framework (Q2575440): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Hedging of contingent claims and maximum price / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4218371 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The numeraire portfolio for unbounded semimartingale / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diversified Portfolios in Continuous Time * / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intraday empirical analysis and modeling of diversified world stock indices / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general version of the fundamental theorem of asset pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: The fundamental theorem of asset pricing for unbounded stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794153 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4531968 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3974816 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3815091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A complete explicit solution to the log-optimal portfolio problem. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximating Large Diversified Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic elasticity of utility functions and optimal investment in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal Capital Asset Pricing Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2741121 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage in continuous complete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5486570 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of complete benchmark models with intensity-based jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX / rank
 
Normal rank
Property / cites work
 
Property / cites work: A structure for general and specific market risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates / rank
 
Normal rank

Latest revision as of 14:01, 11 June 2024

scientific article
Language Label Description Also known as
English
Diversified portfolios with jumps in a benchmark framework
scientific article

    Statements

    Diversified portfolios with jumps in a benchmark framework (English)
    0 references
    0 references
    9 December 2005
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references