Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Johannes Leitner
| Year of publication: |
2001 ; 1. Aufl.
|
|---|---|
| Authors: | Leitner, Johannes |
| Publisher: |
Konstanz : Hartung-Gorre |
| Subject: | backward stochastic differential equation | Kapitalmarkttheorie | Financial economics | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Hedging | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | CAPM | Theorie | Theory | Martingal | Martingale | Erwartungswert-Varianz-Ansatz | Nutzenmaximierung | Semimartingal | Dualitätstheorie |
| Description of contents: | Table of Contents [external.dandelon.com] |
| Extent: | 164 S 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Konstanz, Univ., Diss, 2001 |
| Notes: | Erscheint: 30. Dezember 2001 |
| ISBN: | 3-89649-740-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001626257