Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process
Jia-an Yan, Qiang Zhang and Shuguang Zhang
| Year of publication: |
2000
|
|---|---|
| Authors: | Yan, Jia-an ; Zhang, Qiang ; Zhang, Shuguang |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 1.2000, 1, p. 101-116
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Annals of economics and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001731831