Good deal bounds with convex constraints
Year of publication: |
March 2017
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Authors: | Arai, Takuji |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 2, p. 1-15
|
Subject: | Convex risk measure | good deal bound | convex constraints | superhedging cost | fundamental theorem of asset pricing | Theorie | Theory | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | CAPM |
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