Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338)
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scientific article; zbMATH DE number 7708041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fundamental theorem of asset pricing with acceptable risk in markets with frictions |
scientific article; zbMATH DE number 7708041 |
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Fundamental theorem of asset pricing with acceptable risk in markets with frictions (English)
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6 July 2023
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arbitrage pricing
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good deal pricing
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transaction costs
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portfolio constraints
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risk measures
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