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zbMath1329.91002MaRDI QIDQ2842206

J. M. Paterson, Mark S. Joshi

Publication date: 13 August 2013

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

zbMATH Keywords

capital asset pricing model risk measures utility theory portfolio theory factor models arbitrage pricing model

Mathematics Subject Classification ID

Brownian motion (60J65) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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Mathematical foundation of the replicating portfolio approach ⋮ On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies

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