No label defined (Q3511643)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
11 July 2008
0 references
benchmark model
0 references
jump diffusions
0 references
growth optimal portfolio
0 references
market portfolio
0 references
efficient frontier
0 references
Sharpe ratio
0 references
fair pricing
0 references
actuarial pricing
0 references