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A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach

This is Part III of a series of papers which focus on a general framework for portfolio theory. Here, we extend a general framework for portfolio theory in a one-period financial market as introduced in Part I [Maier-Paape and Zhu, Risks 2018, 6(2), 53] to multi-period markets. This extension is rea...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Stanislaus Maier-Paape, Andreas Platen, Qiji Jim Zhu
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: MDPI AG 2019-06-01
Saila:Risks
Gaiak:
Sarrera elektronikoa:https://www.mdpi.com/2227-9091/7/2/60
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