Matches in SemOpenAlex for { <https://semopenalex.org/work/W2375484924> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W2375484924 abstract "In this paper, a relationship between the optimal growth portfolio and a martingale measure is studied when the underlying asset price processes are modeled by some continuous special semimartingale. It is shown that in this case, the Minimal Martingale Measure also owns minimal relative entropy with respect to P." @default.
- W2375484924 created "2016-06-24" @default.
- W2375484924 creator A5081100151 @default.
- W2375484924 creator A5089976595 @default.
- W2375484924 date "2003-01-01" @default.
- W2375484924 modified "2023-09-22" @default.
- W2375484924 title "On the Relationship of Optimal Growth Portfolio and Martingale Measure" @default.
- W2375484924 hasPublicationYear "2003" @default.
- W2375484924 type Work @default.
- W2375484924 sameAs 2375484924 @default.
- W2375484924 citedByCount "0" @default.
- W2375484924 crossrefType "journal-article" @default.
- W2375484924 hasAuthorship W2375484924A5081100151 @default.
- W2375484924 hasAuthorship W2375484924A5089976595 @default.
- W2375484924 hasConcept C106159729 @default.
- W2375484924 hasConcept C144237770 @default.
- W2375484924 hasConcept C149782125 @default.
- W2375484924 hasConcept C162324750 @default.
- W2375484924 hasConcept C185637853 @default.
- W2375484924 hasConcept C2780821815 @default.
- W2375484924 hasConcept C28826006 @default.
- W2375484924 hasConcept C30268764 @default.
- W2375484924 hasConcept C33923547 @default.
- W2375484924 hasConcept C39943821 @default.
- W2375484924 hasConcept C48406656 @default.
- W2375484924 hasConcept C58435881 @default.
- W2375484924 hasConcept C76374431 @default.
- W2375484924 hasConceptScore W2375484924C106159729 @default.
- W2375484924 hasConceptScore W2375484924C144237770 @default.
- W2375484924 hasConceptScore W2375484924C149782125 @default.
- W2375484924 hasConceptScore W2375484924C162324750 @default.
- W2375484924 hasConceptScore W2375484924C185637853 @default.
- W2375484924 hasConceptScore W2375484924C2780821815 @default.
- W2375484924 hasConceptScore W2375484924C28826006 @default.
- W2375484924 hasConceptScore W2375484924C30268764 @default.
- W2375484924 hasConceptScore W2375484924C33923547 @default.
- W2375484924 hasConceptScore W2375484924C39943821 @default.
- W2375484924 hasConceptScore W2375484924C48406656 @default.
- W2375484924 hasConceptScore W2375484924C58435881 @default.
- W2375484924 hasConceptScore W2375484924C76374431 @default.
- W2375484924 hasLocation W23754849241 @default.
- W2375484924 hasOpenAccess W2375484924 @default.
- W2375484924 hasPrimaryLocation W23754849241 @default.
- W2375484924 hasRelatedWork W1479695032 @default.
- W2375484924 hasRelatedWork W1497443293 @default.
- W2375484924 hasRelatedWork W1537069888 @default.
- W2375484924 hasRelatedWork W1978561097 @default.
- W2375484924 hasRelatedWork W1992325491 @default.
- W2375484924 hasRelatedWork W2007818171 @default.
- W2375484924 hasRelatedWork W2039057164 @default.
- W2375484924 hasRelatedWork W2044127402 @default.
- W2375484924 hasRelatedWork W2049837257 @default.
- W2375484924 hasRelatedWork W2054515856 @default.
- W2375484924 hasRelatedWork W2093106260 @default.
- W2375484924 hasRelatedWork W2095293845 @default.
- W2375484924 hasRelatedWork W2117929493 @default.
- W2375484924 hasRelatedWork W2150300571 @default.
- W2375484924 hasRelatedWork W2376636690 @default.
- W2375484924 hasRelatedWork W2376637095 @default.
- W2375484924 hasRelatedWork W2941875586 @default.
- W2375484924 hasRelatedWork W2962927918 @default.
- W2375484924 hasRelatedWork W3121604050 @default.
- W2375484924 hasRelatedWork W3144439355 @default.
- W2375484924 isParatext "false" @default.
- W2375484924 isRetracted "false" @default.
- W2375484924 magId "2375484924" @default.
- W2375484924 workType "article" @default.