Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs
Year of publication: |
2015
|
---|---|
Authors: | Lepinette, Emmanuel |
Other Persons: | Bouchard, Bruno (contributor) ; Taflin, Erik (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Risiko | Risk |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 30, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2240994 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A stability approach to mean-variance optimization
Kourtis, Apostolos, (2015)
-
Vector-valued coherent risk measure processes
Tahar, Imen Ben, (2014)
-
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S., (2016)
- More ...
-
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs
Bouchard, Bruno, (2013)
-
No-arbitrage of second kind in countable markets with proportional transaction costs
Bouchard, Bruno, (2010)
-
In which financial markets do mutual fund theorems hold true?
Schachermayer, Walter, (2009)
- More ...