A BENCHMARK APPROACH TO FINANCE (Q5472781)

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scientific article; zbMATH DE number 5031638
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A BENCHMARK APPROACH TO FINANCE
scientific article; zbMATH DE number 5031638

    Statements

    title
    A BENCHMARK APPROACH TO FINANCE (English)
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    author
    Eckhard Platen
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    publication date
    12 June 2006
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    zbMATH Keywords
    market portfolio
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    growth optimal portfolio
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    efficient frontier
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    capital asset pricing model
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    fair pricing
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    stochastic volatility
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    minimal market model
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    Identifiers

    zbMATH DE Number
    5031638
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    OpenAlex ID
    W2166720436
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