A Benchmark Approach to Investing and Pricing
Year of publication: |
2009-08-01
|
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Authors: | Platen, Eckhard |
Institutions: | Finance Discipline Group, Business School |
Subject: | Kelly portfolio | real world pricing | numeraire portfolio | strong arbitrage | diversification |
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Platen, Eckhard, (2008)
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Fergusson, Kevin, (2013)
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Approximating the Numeraire Portfolio by Naive Diversification
Platen, Eckhard, (2010)
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