The paper presents classical and new results on portfolio optimization, as well as the fair pricing concept for derivative pricing under the benchmark approach. The growth optimal portfolio is shown to be a central object in a market model. It links asset pricing and portfolio optimization. The pape
Information in asset pricing: a wave function approach
β Scribed by H. Ishio; E. Haven
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 209 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0003-3804
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