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Auteur
Date
4 octobre 2018
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Type de document
Périmètre
Identifiants
- 1810.02485
- The Journal of Derivatives 26(4), pp.35-53 (2019)
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Mots-clés
Quantitative Finance - Pricing of Securities Economics - General Economics Economics - Theoretical Economics Quantitative Finance - Mathematical Finance Quantitative Finance - Portfolio ManagementSujets proches
Funds Funding Economic theory Political economy Finance, commerce, confiscations, etcCiter ce document
Alex Garivaltis, « Exact Replication of the Best Rebalancing Rule in Hindsight », arXiv - économie
