A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
Taras Bodnar; Nestor Parolya; Wolfgang Schmid
| Year of publication: |
2015
|
|---|---|
| Authors: | Bodnar, Taras ; Parolya, Nestor ; Schmid, Wolfgang |
| Published in: |
Annals of operations research ; 229. - New York, NY : Springer. - 2015, p. 121-158
|
| Subject: | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011283724