Pages that link to "Item:Q1413691"
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The following pages link to A complete explicit solution to the log-optimal portfolio problem. (Q1413691):
Displayed 16 items.
- Asymmetric information in fads models (Q854270) (← links)
- The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- A Discrete Time Benchmark Approach for Insurance and Finance (Q4661678) (← links)
- A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
- NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)
- A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)