Sublinear price functionals under portfolio constraints
Year of publication: |
2000
|
---|---|
Authors: | Koehl, Pierre-François ; Pham, Huyên |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 33.2000, 3, p. 339-351
|
Subject: | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
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