Exponential growth of fixed-mix strategies in stationary asset markets
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Standard
Exponential growth of fixed-mix strategies in stationary asset markets. / Dempster, Michael A. H.; Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner.
I: Finance and Stochastics, Bind 7, Nr. 2, 2003, s. 263-276.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Dempster, MAH, Evstigneev, IV & Schenk-Hoppé, KR 2003, 'Exponential growth of fixed-mix strategies in stationary asset markets', Finance and Stochastics, bind 7, nr. 2, s. 263-276. https://doi.org/10.1007/s007800200081
APA
Dempster, M. A. H., Evstigneev, I. V., & Schenk-Hoppé, K. R. (2003). Exponential growth of fixed-mix strategies in stationary asset markets. Finance and Stochastics, 7(2), 263-276. https://doi.org/10.1007/s007800200081
Vancouver
Dempster MAH, Evstigneev IV, Schenk-Hoppé KR. Exponential growth of fixed-mix strategies in stationary asset markets. Finance and Stochastics. 2003;7(2):263-276. https://doi.org/10.1007/s007800200081
Author
Bibtex
@article{2a12f4c0c66a11dbbee902004c4f4f50,
title = "Exponential growth of fixed-mix strategies in stationary asset markets",
author = "Dempster, {Michael A. H.} and Evstigneev, {Igor V.} and Schenk-Hopp{\'e}, {Klaus Reiner}",
note = "JEL Classification: G11, F31",
year = "2003",
doi = "10.1007/s007800200081",
language = "English",
volume = "7",
pages = "263--276",
journal = "Finance and Stochastics",
issn = "0949-2984",
publisher = "Springer",
number = "2",
}
RIS
TY - JOUR
T1 - Exponential growth of fixed-mix strategies in stationary asset markets
AU - Dempster, Michael A. H.
AU - Evstigneev, Igor V.
AU - Schenk-Hoppé, Klaus Reiner
N1 - JEL Classification: G11, F31
PY - 2003
Y1 - 2003
U2 - 10.1007/s007800200081
DO - 10.1007/s007800200081
M3 - Journal article
VL - 7
SP - 263
EP - 276
JO - Finance and Stochastics
JF - Finance and Stochastics
SN - 0949-2984
IS - 2
ER -
ID: 119634