Show simple item record

dc.contributor.author
Bálint, Daniel
dc.contributor.author
Schweizer, Martin
dc.date.accessioned
2020-01-29T09:37:13Z
dc.date.available
2020-01-03T10:29:27Z
dc.date.available
2020-01-29T09:37:13Z
dc.date.issued
2019-10
dc.identifier.other
10.2139/ssrn.3466802
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/387438
dc.language.iso
en
en_US
dc.publisher
Social Science Research Network (SSRN)
en_US
dc.subject
Semimartingales
en_US
dc.subject
Discounting
en_US
dc.subject
Dynamic share viability
en_US
dc.subject
Simple strategies
en_US
dc.subject
Noshort-sales constraints
en_US
dc.subject
NA1 for simple strategies
en_US
dc.subject
Supermartingale discounter
en_US
dc.title
Properly discounted asset prices are semimartingales
en_US
dc.type
Working Paper
ethz.journal.title
Swiss Finance Institute Research Paper
ethz.journal.volume
19-53
en_US
ethz.size
16 p.
en_US
ethz.code.jel
JEL - JEL::G - Financial Economics::G1 - General Financial Markets::G10 - General
en_US
ethz.code.jel
JEL - JEL::C - Mathematical and Quantitative Methods::C0 - General::C00 - General
en_US
ethz.publication.place
Rochester, NY
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
en_US
ethz.date.deposited
2020-01-03T10:29:36Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2020-01-29T09:37:23Z
ethz.rosetta.lastUpdated
2020-01-29T09:37:23Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Properly%20discounted%20asset%20prices%20are%20semimartingales&rft.jtitle=Swiss%20Finance%20Institute%20Research%20Paper&rft.date=2019-10&rft.volume=19-53&rft.au=B%C3%A1lint,%20Daniel&Schweizer,%20Martin&rft.genre=preprint&
 Search via SFX

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record