Open AccessDimension reduction and Mutual Fund Theorem in maximin setting for bond market
Author(s) -
Nikolai Dokuchaev
Publication year - 2011
Publication title -
discrete and continuous dynamical systems - b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2011.16.1039
Subject(s) - minimax , mathematics , brownian motion , investment strategy , scalar (mathematics) , saddle point , mathematical optimization , dimension (graph theory) , mutual fund separation theorem , mathematical economics , economics , finance , combinatorics , statistics , market liquidity , portfolio , geometry
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