An extension of some results due to Cox and Leland
Andrew P. Leung; Wen Shi
| Year of publication: |
2013
|
|---|---|
| Authors: | Leung, Andrew P. ; Shi, Wen |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 4, p. 416-425
|
| Subject: | Path Independence | Dynamic Asset Allocation | Dynamic Optimization | Calculus of Variations | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010239522