{"title":"投资组合的动态","authors":"T. Björk","doi":"10.1093/oso/9780198851615.003.0006","DOIUrl":null,"url":null,"abstract":"We introduce the concept of a financial market and define the concept of a self-financing portfolio. The dynamics of a self-financing portfolio is then derived, both in discrete and continuous time. The theory includes dividend-paying assets and the concept of a cumulative dividend process is introduced and discussed.","PeriodicalId":311283,"journal":{"name":"Arbitrage Theory in Continuous Time","volume":"9 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Portfolio Dynamics\",\"authors\":\"T. Björk\",\"doi\":\"10.1093/oso/9780198851615.003.0006\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We introduce the concept of a financial market and define the concept of a self-financing portfolio. The dynamics of a self-financing portfolio is then derived, both in discrete and continuous time. The theory includes dividend-paying assets and the concept of a cumulative dividend process is introduced and discussed.\",\"PeriodicalId\":311283,\"journal\":{\"name\":\"Arbitrage Theory in Continuous Time\",\"volume\":\"9 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-12-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Arbitrage Theory in Continuous Time\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1093/oso/9780198851615.003.0006\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Arbitrage Theory in Continuous Time","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1093/oso/9780198851615.003.0006","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
We introduce the concept of a financial market and define the concept of a self-financing portfolio. The dynamics of a self-financing portfolio is then derived, both in discrete and continuous time. The theory includes dividend-paying assets and the concept of a cumulative dividend process is introduced and discussed.
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