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Matches in SemOpenAlex for { <https://semopenalex.org/work/W2560022969> ?p ?o ?g. }

• W2560022969 abstract "We survey the literature on the numeraire portfolio, explain its relation to various other concepts in financial mathematics and present two applications in insurance mathematics and port- folio optimization." @default.
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• W2560022969 date "2009-01-01" @default.
• W2560022969 modified "2023-09-27" @default.
• W2560022969 title "The numeraire portfolio in discrete time: existence, related concepts and applications" @default.
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