haku: @indexterm incomplete markets / yhteensä: 34
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Tekijä:Teplá, L.
Otsikko:Optimal hedging and valuation of nontraded assets
Lehti:European Finance Review
2000 : VOL. 4:3, p. 231-251
Asiasana:ASSETS
HEDGING
INCOMPLETE MARKETS
MARTINGALES
PORTFOLIO MANAGEMENT
VALUATION
Kieli:eng
Tiivistelmä:This paper examines a number of valuation problems faced by an expected-utility-maximizing investor who, over a given time horizon, is constrained to hold an asset which cannot be replicated by dynamic trading and which therefore does not have a unique no-arbitage price.
SCIMA tietueen numero: 226183
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