2024-03-29T10:46:48Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6775352
2017-09-15T13:17:52Z
60
91
93
Czichowsky, Christoph; Schachermayer, Walter
2017
6775352
English
Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD
https://zbmath.org/06775352
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Ann. Appl. Probab. 27, No. 3, 1414-1451 (2017).
91G10; 60G22; 93E20; 60G48
Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion
j