Value preserving portfolio strategies and the minimal martingale measure (Q1298740)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1326499
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Value preserving portfolio strategies and the minimal martingale measure |
scientific article; zbMATH DE number 1326499 |
Statements
Value preserving portfolio strategies and the minimal martingale measure (English)
0 references
5 October 1999
0 references
portfolio optimization
0 references
minimal martingale measure
0 references
continuous-time securities market
0 references
0.8288965225219727
0 references
0.8015230298042297
0 references
0.7990360856056213
0 references
0.7989563941955566
0 references
0.7870771288871765
0 references
