HARA frontiers of optimal portfolios in stochastic markets
Ethem Çanakoğlu; Süleyman Özekici
| Year of publication: |
2012
|
|---|---|
| Authors: | Çanakoğlu, Ethem ; Özekici, Süleyman |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 221.2012, 1 (16.8.), p. 129-137
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
| 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://www.econbiz.de/10009553144