A benchmark approach to finance
Year of publication: |
2006
|
---|---|
Authors: | Platen, Eckhard |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 16.2006, 1, p. 131-151
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Benchmarking | Theorie | Theory |
-
Portfolio strategies with classical and alternative Benchmarks
Kuntz, Laura-Chloé, (2018)
-
Betas, Benchmarks and Beating the Market
Kakushadze, Zura, (2019)
-
Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices
Buffa, Andrea M, (2018)
- More ...
-
Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc, (2006)
-
A discrete time benchmark approach for insurance and finance
Bühlmann, Hans, (2003)
-
A minimal financial market model
Platen, Eckhard, (2000)
- More ...