Mean-variance efficiency of optimal power and logarithmic utility portfolios
Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya, Wolfgang Schmid
| Year of publication: |
2020
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|---|---|
| Authors: | Bodnar, Taras ; Ivasiuk, Dmytro ; Parolya, Nestor ; Schmid, Wolfgang |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 4, p. 675-698
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| Subject: | Optimal portfolio selection | Power utility | Log-normal distribution | Mean-variance analysis | Logarithmic utility | Portfolio-Management | Portfolio selection | Theorie | Theory | Nutzen | Utility | Nutzenfunktion | Utility function |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00270-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012321865