Value preserving portfolio strategies and the minimal martingale measure (Q1298740)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value preserving portfolio strategies and the minimal martingale measure |
scientific article |
Statements
Value preserving portfolio strategies and the minimal martingale measure (English)
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5 October 1999
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portfolio optimization
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minimal martingale measure
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continuous-time securities market
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