Risk minimizing hedging strategies under restricted information
by Martin Schweizer
| Year of publication: |
1993
|
|---|---|
| Authors: | Schweizer, Martin |
| Publisher: |
Bonn : Sonderforschungsbereich 303 |
| Subject: | Theorie | Theory | Hedging | Portfolio-Management | Portfolio selection | CAPM | Informationsökonomik | Economics of information |
| Extent: | 14 S 30 cm |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. - Vol. $ 259 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht |
| Language: | English |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000880233