Properly discounted asset prices are semimartingales
Dániel Ágoston Bálint, Martin Schweizer
| Year of publication: |
2020
|
|---|---|
| Authors: | Bálint, Dániel ; Schweizer, Martin |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 4, p. 661-674
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| Subject: | Semimartingales | Absence of arbitrage | Discounting | Dynamic share viability | Simple strategies | No-short-sales constraints | NA1 for simple strategies | Supermartingale discounter | Theorie | Theory | Diskontierung | Martingal | Martingale | CAPM | Portfolio-Management | Portfolio selection | Arbitrage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00269-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012321854