Model-Independent Superhedging Under Portfolio Constraints
Year of publication: |
2015
|
---|---|
Authors: | Fahim, Arash |
Other Persons: | Huang, Yu-Jui (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 19, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2394515 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; D80 - Information and Uncertainty. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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