✦ LIBER ✦

Portfolio Optimization and Martingale Measures

✍ Scribed by Manfred Schäl

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Minimax and minimal distance martingale

✍ Thomas Goll; Ludger Rüschendorf 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 183 KB

OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MO

✍ Johannes Leitner 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 160 KB

Value preserving portfolio strategies an

✍ Ralf Korn 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 482 KB

Portfolio adjusting optimization under c

✍ Xili Zhang; Wei-Guo Zhang; Ruichu Cai 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 281 KB

A super-martingale property of the optim

✍ Walter Schachermayer 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 282 KB

A Martingale Approach to Optimal Portfol

✍ Michelbrink, Daniel; Le, Huiling 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 230 KB