A note on the existence of the power investor's optimizer
Year of publication: |
2011
|
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Authors: | Larsen, Kasper |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 1, p. 183-190
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Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Eigeninteresse | Self-interest | Martingal | Martingale | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
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