Chapter

Portfolio Dynamics

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print September 1998 | ISBN: 9780198775188
Published online November 2003 | e-ISBN: 9780191595981 | DOI: http://dx.doi.org/10.1093/0198775180.003.0005
 Portfolio Dynamics

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In this chapter, we discuss some basic concepts of portfolio theory, in particular self‐financing portfolios.

Keywords: portfolio weights; portfolios; self‐financing portfolios

Chapter.  3138 words. 

Subjects: Financial Markets

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