Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean
Year of publication: |
2018
|
---|---|
Authors: | Arratia, Argimiro |
Other Persons: | Gzyl, Henryk (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Entropie | Entropy | Theorie | Theory | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 17, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3180287 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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