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~person:"Blanchet-Scalliet, Christophette"
~subject:"CAPM"
~subject:"Hedging"
~subject:"Risiko"
~subject:"United States"
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Blanchet-Scalliet, Christophette
Martellini, Lionel
21
Priaulet, Philippe
6
Amenc, Noël
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Deguest, Romain
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Milhau, Vincent
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Fabozzi, Frank J.
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Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1100-1113
Persistent link: https://www.econbiz.de/10003783826
Saved in:
2
Dynamic asset pricing theory with uncertain time-horizon
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of economic dynamics & control
29
(
2005
)
10
,
pp. 1737-1764
Persistent link: https://www.econbiz.de/10003128383
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