Optimal portfolio of low liquid assets with a log-utility function
| Year of publication: |
2006
|
|---|---|
| Authors: | Matsumoto, Koichi |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 10.2006, 1, p. 121-146
|