Informace o publikaci
Equilibrium Models for Portfolio Selection
| Autoři | |
|---|---|
| Rok publikování | 2014 |
| Druh | Článek ve sborníku |
| Konference | Mathematical Models and Financial Mathematics. Book of short papers |
| Citace | |
| Klíčová slova | portfolio theory, market equilibrium, the Merton model, Stochastic portfolio |