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Publication:2703781
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zbMath0968.91001MaRDI QIDQ2703781

Marco Avellaneda

Publication date: 15 March 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Financial marketsQuantitative analysis


Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)


Related Items (8)

Market-to-book ratio in stochastic portfolio theory ⋮ Permutation-weighted portfolios and the efficiency of commodity futures markets ⋮ Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions ⋮ Generalised Lyapunov Functions and Functionally Generated Trading Strategies ⋮ Information Geometry in Portfolio Theory ⋮ Trading strategies generated pathwise by functions of market weights ⋮ THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS ⋮ OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS







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