On the role of the growth optimal portfolio in finance
Year of publication: |
2005
|
---|---|
Authors: | Platen, Eckhard |
Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 207583-0. - Vol. 44.2005, 4, p. 365-388
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Mean-p portfolio selection and p-arbitrage for coherent risk measures
Herdegen, Martin, (2022)
-
Portfolio selection using new factors based on firm characteristics
Suh, Sangwon, (2018)
-
An explicit solution for a portfolio selection problem with stochastic volatility
Sandjo, Albert Nana, (2017)
- More ...
-
Approximating the growth optimal portfolio with a diversified world stock index
Le, Truc, (2006)
-
A discrete time benchmark approach for insurance and finance
Bühlmann, Hans, (2003)
-
A minimal financial market model
Platen, Eckhard, (2000)
- More ...