Dynamic asset pricing with non-redundant forwards
type: Item
instance of: scholarly article
title: Dynamic asset pricing with non-redundant forwards
zbMATH Open document ID: 1178.91065
DOI: 10.1016/S0165-1889(02)00020-9
author: Abraham Lioui
author: Patrice Poncet
publication date: 2008-10-24T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5356615
zbMATH Keywords: incomplete market
zbMATH Keywords: market portfolio
zbMATH Keywords: mean-variance efficiency
zbMATH Keywords: non-redundant forwards
zbMATH Keywords: separation theorem
zbMATH Keywords: trading strategy risk
MaRDI profile type: Publication
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full work available at URL: s0165-1889(02)00020-9
OpenAlex ID: W2012811662
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 5356615