On the closure in the Emery topology of semimartingale wealth-process sets
Work
Year: 2013
Type: article
Abstract: A wealth-process set is abstractly defined to consist of nonnegative c\`{a}dl\`{a}g processes containing a strictly positive semimartingale and satisfying an intuitive re-balancing property. Under the... more
Author Constantinos Kardaras
Institution London School of Economics and Political Science
Cites: 33
Cited by: 31
Related to: 10
FWCI: 4.28
Citation percentile (by year/subfield): 90.24
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze