Market-to-book ratio in stochastic portfolio theory
Donghan Kim
| Year of publication: |
2023
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|---|---|
| Authors: | Kim, Donghan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 27.2023, 2, p. 401-434
|
| Subject: | Book value | Functional generation of portfolios | Market-to-book ratio | Stochastic portfolio theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-023-00501-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253650