Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets * (Q4421491)
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scientific article; zbMATH DE number 1972138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets * |
scientific article; zbMATH DE number 1972138 |
Statements
Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets * (English)
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28 August 2003
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price bounds
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arbitrage
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reward for risk measure
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portfolio
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martingale
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