"Numeraire-Invariant Quadratic Hedging and Mean-Variance Portfolio Allocation."

Ales Cerný, Christoph Czichowsky, Jan Kallsen (2024)

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DOI: 10.1287/MOOR.2023.1374

access: closed

type: Journal Article

metadata version: 2024-07-04

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  - https://dblp.org/rec/journals/mor/CernyCK24
Ales Cerný, Christoph Czichowsky, Jan Kallsen:
Numeraire-Invariant Quadratic Hedging and Mean-Variance Portfolio Allocation. Math. Oper. Res. 49(2): 752-781 (2024)

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