CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH (Q3608734)
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scientific article; zbMATH DE number 5523710
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| English | CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH |
scientific article; zbMATH DE number 5523710 |
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CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH (English)
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6 March 2009
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growth optimal portfolio
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market extension
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three fund separation theorem
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0.7756599187850952
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0.7754256725311279
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0.7456330060958862
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0.7375326752662659
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0.716341495513916
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