On the method of optimal portfolio choice by cost-efficiency
Ludger Rüschendorf and Viktor Wolf (Department of Mathematical Stochastics, University of Freiburg, Freiburg, Germany)
| Year of publication: |
May 2016
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|---|---|
| Authors: | Rüschendorf, Ludger ; Wolf, Viktor |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 23.2016, 1/2, p. 158-173
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| Subject: | Cost-efficient strategies | Lévy models | Esscher transform | cost-efficiency | empirical pricing | optimal portfolio | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2016.1204238 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011547051