On the steady state of the replicating portfolio : accounting for a growth rate
Year of publication: |
2003
|
---|---|
Authors: | Wielhouwer, Jacco L. |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 25.2003, 3, p. 329-343
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Verrechnungspreis | Transfer pricing | Markov-Kette | Markov chain | Theorie | Theory |
-
Wert- und risikoorientierte Steuerung dezentraler Einheiten von Banken
Willinsky, Christian, (2001)
-
On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics
Trottier, Denis-Alexandre, (2018)
-
Risk minimization for insurance products via F-doubly stochastic Markov chains
Biagini, Francesca, (2016)
- More ...
-
Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes
De Waegenaere, Anja, (2007)
-
When is public enforcement of insider trading regulations effective?
Wielhouwer, Jacco L., (2013)
-
Disclosure Regulation in Duopoly Markets: Proprietary Costs and Social Welfare
Suijs, Jeroen, (2014)
- More ...