Simulation of Diversified Portfolios in a Continuous Financial Market
Year of publication: |
2012
|
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Authors: | Platen, Eckhard |
Other Persons: | Rendek, Renatak (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | ARCH-Modell | ARCH model | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (29 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.2170212 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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