Optimal investment decisions with exponential utility function
Roman Kozhan/Wolfgang Schmid
| Year of publication: |
2005
|
|---|---|
| Authors: | Kozhan, Roman ; Schmid, Wolfgang |
| Publisher: |
Frankfurt (Oder) : Univ., Dep. of Economics |
| Subject: | Nutzenfunktion | Utility function | Theorie | Theory | Portfolio-Management | Portfolio selection | Investitionsentscheidung | Investment decision |
| Extent: | 21 S graph. Darst 21 cm |
|---|---|
| Series: | Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series. - Frankfurt, O., ISSN 1617-6014, ZDB-ID 2084920-5. - Vol. 2/2005 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002913595