Value preserving portfolio strategies and the minimal martingale measure (Q1298740)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Value preserving portfolio strategies and the minimal martingale measure |
scientific article; zbMATH DE number 1326499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value preserving portfolio strategies and the minimal martingale measure |
scientific article; zbMATH DE number 1326499 |
Statements
Value preserving portfolio strategies and the minimal martingale measure (English)
0 references
5 October 1999
0 references
portfolio optimization
0 references
minimal martingale measure
0 references
continuous-time securities market
0 references
