Optimal derivatives: portfolios, payoffs and preferences-Reference-Cited by-同舟云学术

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Optimal derivatives: portfolios, payoffs and preferences

Published:2016-05-04 Issue:12 Volume:22 Page:1224-1236
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

OSullivan Patrick,Edelman David

Funder

Science Foundation Ireland

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

http://www.tandfonline.com/doi/pdf/10.1080/1351847X.2016.1151807

Reference22 articles.

1. Optimal portfolio selection in nonlinear arbitrage spreads

2. A bound on the financial value of information

3. Exposition of a New Theory on the Measurement of Risk

4. The Pricing of Options and Corporate Liabilities

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Capital budgeting and Kelly betting;Australian Journal of Management;2022-09-14

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