Complete markets do not not allow free cash flow streams
Year of publication: |
2015
|
---|---|
Authors: | Bäuerle, Nicole ; Grether, Stefanie |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 81.2015, 2, p. 137-146
|
Subject: | Mean-variance problem | Time-inconsistency | Market completeness | Benchmark problem | Theorie | Theory | Cash Flow | Cash flow | Portfolio-Management | Portfolio selection | Zeitkonsistenz | Time consistency |
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