✦ LIBER ✦

Portfolio dominance and optimality in infinite security markets

✍ Scribed by C.D. Aliprantis; D.J. Brown; I.A. Polyrakis; J. Werner

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal portfolio for nonstationary secu

✍ Anatoli A. Pervozvanski 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 81 KB

Stochastic dominance and optimal portfol

✍ Kaı̈s Dachraoui; Georges Dionne 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 56 KB

Portfolio optimization in electricity ma

✍ Min Liu; Felix F. Wu 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 245 KB

Portfolio optimization in stochastic mar

✍ U. Çakmak; S. Özekici 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 189 KB

Portfolio selection in a lognormal secur

✍ Syed M. Ahsan 📂 Article 📅 1978 🏛 Springer Vienna 🌐 English ⚖ 590 KB

Valuation in infinite-horizon sequential

✍ Kevin X.D. Huang 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 67 KB