Stochastic portfolio theory : an overview
Ioannis Karatzas; Robert Fernholz
| Year of publication: |
2009
|
|---|---|
| Authors: | Karatzas, Ioannis ; Fernholz, Robert |
| Published in: |
Mathematical modeling and numerical methods in finance : special volume. - Amsterdam [u.a.] : Elsevier, North-Holland, ISBN 978-0-444-51879-8. - 2009, p. 89-167
|
| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Übersichtsarbeit ; Systematic review ; Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003826916