A General Framework for Portfolio Theory : Part I: theory and various models
Maier-Paape, Stanislaus (Corresponding author); Zhu, Qiji Jim (Corresponding author)
(2017)
Preprint
Institutions
- Department of Mathematics [110000]
- Mathematics Teaching and Research Area [111920]
Identifier
- arXiv: arXiv:1710.04579
- RWTH PUBLICATIONS: RWTH-2017-08956
Related publications
- [RWTH-2017-08888] A General Framework for Portfolio Theory : Part I: theory and various models
- [RWTH-2017-08888] A General Framework for Portfolio Theory : Part I: theory and various models
- [RWTH-2017-08891] A General Framework for Portfolio Theory : Part II: drawdown risk measures
- [RWTH-2017-08957] A General Framework for Portfolio Theory : Part II: drawdown risk measures
- [RWTH-2018-224003] A General Framework for Portfolio Theory - Part I: Theory and Various Models