Morten Mosegaard Christensen
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Person:2888928
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| On the history of the growth-optimal portfolio | 2012-06-04 | Paper |
| SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS International Journal of Theoretical and Applied Finance | 2008-05-20 | Paper |
| A General Benchmark Model for Stochastic Jump Sizes Stochastic Analysis and Applications | 2005-10-18 | Paper |
Research outcomes over time
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