Asset-Pricing Models in Portfolio Theory
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F13%3A00067991" target="_blank" >RIV/00216224:14310/13:00067991 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Asset-Pricing Models in Portfolio Theory
Original language description
The dynamic portfolio problem in continuous time is introduced. The Ohlson-Rosenberg paradox is presented. Another approach to the continuous-time models in portfolio theory is discussed, which leads to nonlinear stochastic differential equations.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Financial Mathematics in Practice II, Book of short papers
ISBN
9788021061767
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
42-49
Publisher name
Masaryk University
Place of publication
Brno
Event location
Svratka
Event date
Sep 11, 2012
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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