On the dynamics of asset prices and portfolios in a multiperiod CAPM
type: Item
instance of: scholarly article
title: On the dynamics of asset prices and portfolios in a multiperiod CAPM
zbMATH Open document ID: 1142.91666
author: Marten Hillebrand
author: Jan Wenzelburger
published in: Chaos, Solitons and Fractals
publication date: 2008-09-09T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5323168
MaRDI profile type: Publication
full work available at URL: j.chaos.2005.08.091
OpenAlex ID: W2015883699
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DOI: 10.1016/J.CHAOS.2005.08.091
description: scientific article; zbMATH DE number 5323168