Pages that link to "Item:Q2038277"
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The following pages link to The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277):
Displaying 5 items.
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- (Q4486942) (← links)
- THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH (Q4551761) (← links)
- Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158) (← links)
- Singular backward stochastic Volterra integral equations in infinite dimensional spaces (Q6601839) (← links)