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In which financial markets do mutual fund theorems hold true? · Study

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ArticleIn which financial markets do mutual fund theorems hold true?

Walter Schachermayer B2008

Article2008

In which financial markets do mutual fund theorems hold true?

Walter Schachermayer B · Mihai Ŝırbu · Erik Taflin

22 citations·0/0 files stored·Finance and Stochastics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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References

1973An Intertemporal Capital Asset Pricing Model 1999Continuous Martingales and Brownian Motion 1971Optimum consumption and portfolio rules in a continuous-time model 1959Portfolio Selection: Efficient Diversification of Investments 1958Liquidity Preference as Behavior Towards Risk 1962Portfolio Selection: Efficient Diversification of Investments.1998Methods of Mathematical Finance 1976The Valuation of Uncertain Income Streams and the Pricing of Options

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Year2008

Typearticle

Published2008-09-16

VenueFinance and Stochastics

ISSN-L0949-2984

Languageen

Citations22

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00780-008-0072-x

openalex_workW2134708011

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