Making Mean-Variance Hedging Implementable in a Partially Observable Market
Year of publication: |
2013
|
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Authors: | Fujii, Masaaki |
Other Persons: | Takahashi, Akihiko (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Hedging | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2279398 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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