Morten Mosegaard Christensen
From MaRDI portal
Person:2888928
Available identifiers
zbMath Open christensen.morten-mosegaardMaRDI QIDQ2888928
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 | 2008-05-20 | Paper |
| A General Benchmark Model for Stochastic Jump Sizes | 2005-10-18 | Paper |
Research outcomes over time
This page was built for person: Morten Mosegaard Christensen
