guest ::
A General Framework for Portfolio Theory : Part III: Multi-Period Markets and Modular Approach
; ;
In
Special Issue "Portfolio Optimization and Risk Management: New Development and Applications" / Guest Editor: Prof. Dr. Qiji (Jim) Zhu, Department of Mathematics, Western Michigan University; Prof. Dr. Stanislaus Maier-Paape, Institut für Mathematik, RWTH Aachen University, Germany
In
Risks : open access journal 7(2), Seiten/Artikel-Nr.:60
2019
Online
DOI: 10.18154/RWTH-2019-05550
DOI: 10.3390/risks7020060
URL: http://publications.rwth-aachen.de/record/762272/files/762272.pdf
Einrichtungen
Projekte
Inhaltliche Beschreibung (Schlagwörter)
arbitrage (frei) ; bond replicating (frei) ; efficient frontier (frei) ; modular portfolio theory (frei) ; multi-period market model (frei) ; portfolio theory (frei) ; relative log drawdown (frei) ; risk-free (frei) ; trading strategy (frei)
Thematische Einordnung (Klassifikation)
DDC: 330
OpenAccess: 
PDF
Dokumenttyp
Journal Article/Contribution to a book
Format
online
Sprache
English
Anmerkung
Peer reviewed article
Externe Identnummern
WOS Core Collection: WOS:000474937700026
SCOPUS: SCOPUS:2-s2.0-85071902844
Interne Identnummern
RWTH-2019-05550
Datensatz-ID: 762272
Beteiligte Länder
Germany, USA
Related:
Book
Special Issue "Portfolio Optimization and Risk Management: New Development and Applications"
Risks (2019)
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