Volume number(1) 2005.3
状態価格を平均分散ア...

状態価格を平均分散アプローチによる最適化問題へ変換する方法の研究(研究ノート)

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状態価格を平均分散アプローチによる最適化問題へ変換する方法の研究(研究ノート)

Call No. (NDL)
Z71-S611
Bibliographic ID of National Diet Library
8905239
Material type
記事
Author
木村 哲
Publisher
東京 : 明治大学大学院グローバル・ビジネス研究科
Publication date
2005-03
Material Format
Paper
Journal name
MBS review (1) 2005.03
Publication Page
p.23~30
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Paper

Material Type
記事
Author/Editor
木村 哲
Author Heading
Alternative Title
The method of converting the information of state-price into mean-variance approach
Periodical title
MBS review
No. or year of volume/issue
(1) 2005.03
Issue
1
Pages
23~30
Publication date of volume/issue (W3CDTF)
2005-03