Portfolio selection and asset pricing under a benchmark approach
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DOI: 10.1016/j.physa.2006.04.036
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Cited by:
- Bohdan Yu. Kyshakevych & Anatoliy K. Prykarpatsky & Denis Blackmore & Ivan P. Tverdokhlib, 2010. "Statistically Optimal Strategy Analysis of a Competing Portfolio Market with a Polyvariant Profit Function," Papers 1005.2661, arXiv.org.
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Keywords
Financial market modeling; Benchmark approach; Growth optimal portfolio; Portfolio optimization; Fair pricing; Minimal market model;All these keywords.
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