A New Stochastic Factor Model : General Explicit Solutions
| Year of publication: |
[2009]
|
|---|---|
| Authors: | Alghalith, Moawia |
| Publisher: |
[2009]: [S.l.] : SSRN |
| Description of contents: |
We present a new stochastic factor model. In so doing, we provide general, explicit and exact solutions to the optimization problem
Abstract [papers.ssrn.com]
|
| Extent: | 1 Online-Ressource |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 7, 2009 erstellt Volltext nicht verfügbar |
| Classification: | G11 - Portfolio Choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012764047