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
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| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Eigeninteresse | Self-interest | Martingal | Martingale | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| 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/10003645478