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Mathematical Financial Economics

Author

Listed:
  • Igor V. Evstigneev

    (University of Manchester)

  • Thorsten Hens

    (University of Manchester)

  • Klaus Reiner Schenk-Hoppé

    (University of Manchester)

Abstract

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Suggested Citation

  • Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2015. "Mathematical Financial Economics," Springer Texts in Business and Economics, Springer, edition 127, number 978-3-319-16571-4, October.
    • Handle: RePEc:spr:sptbec:978-3-319-16571-4
    DOI: 10.1007/978-3-319-16571-4
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    Cited by:

    1. Ahmar, Ansari Saleh & Arifin, Andi Nurani Mangkawani, 2017. "Optimalisasi Risiko Saham Menggunakan Optimalisasi Portofolio Markowitz (Studi Kasus Saham Di Indonesia)," INA-Rxiv 5v27k, Center for Open Science.
    2. Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020. "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, vol. 16(4), pages 593-607, December.
    3. E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018. "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series 1815, Economics, The University of Manchester.

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