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Portfolio Dynamics

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print:
2004
Published Online:
October 2005
ISBN:
9780199271269
eISBN:
9780191602849
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199271267.003.0006
Subject:
Economics and Finance, Financial Economics

This chapter derives the dynamics of (the value of) a so-called self-financing portfolio; the price dynamics of various assets (e.g. stocks, bonds, financial derivatives) is considered as a given. A ... More


Flexicurity Capitalism: Foundations, Problems, and Perspectives

Peter Flaschel and Alfred Greiner

Published in print:
2012
Published Online:
May 2012
ISBN:
9780199751587
eISBN:
9780199932825
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199751587.001.0001
Subject:
Economics and Finance, Economic Systems

This book on Flexicurity Capitalism provides four rigorously formulated approaches to an analysis of the current and future evolution of capitalism from a Marx-Keynes and Kalecki- Schumpeter (MKS) ... More


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