Dynamic asset pricing with non-redundant forwards (Q951352)
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scientific article; zbMATH DE number 5356615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic asset pricing with non-redundant forwards |
scientific article; zbMATH DE number 5356615 |
Statements
Dynamic asset pricing with non-redundant forwards (English)
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24 October 2008
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incomplete market
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market portfolio
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mean-variance efficiency
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non-redundant forwards
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separation theorem
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trading strategy risk
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0.8755115
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0.8753258
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0.86121434
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0.86078554
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0.8592612
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0.8509517
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0.8506803
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0.84943455
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