On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703)
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scientific article; zbMATH DE number 6938922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Method of Optimal Portfolio Choice by Cost-Efficiency |
scientific article; zbMATH DE number 6938922 |
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On the Method of Optimal Portfolio Choice by Cost-Efficiency (English)
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19 September 2018
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cost-efficient strategies
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Lévy models
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Esscher transform
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cost-efficiency
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empirical pricing
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optimal portfolio
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