Portfolio Rebalancing Error with Jumps and Mean Reversion in Asset Prices
Year of publication: |
2012
|
---|---|
Authors: | Glasserman, Paul |
Other Persons: | Xu, Xingbo (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Stochastic Systems, Vol. 1, pp. 1-37, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2011 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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