No Arbitrage and the Growth Optimal Portfolio (Q3423706)

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No Arbitrage and the Growth Optimal Portfolio
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    Statements

    title
    No Arbitrage and the Growth Optimal Portfolio (English)
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    publication date
    15 February 2007
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    zbMATH Keywords
    arbitrage
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    growth optimal portfolio
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    market price of risk
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    sigma martingale density
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60H30
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    60G44
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    zbMATH DE Number
    5126832
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