On the semimartingale property via bounded logarithmic utility

Kasper Larsen; Gordan Žitković

Year of publication:	2008
Authors:	Larsen, Kasper ; Žitković, Gordan
Published in:	Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 2, p. 255-268
Subject:	Portfolio-Management \| Portfolio selection \| Mathematische Optimierung \| Mathematical programming \| Eigeninteresse \| Self-interest \| Martingal \| Martingale \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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