Optimization of an investor's portfolio under constant elasticity of variance model and power utility function
Silas A. Ihedioha
| Year of publication: |
October-December 2016
|
|---|---|
| Authors: | Ihedioha, Silas A. |
| Published in: |
Inventi impact: emerging economies. - Bhopal : IJPL, ISSN 2249-0949, ZDB-ID 2681333-6. - 2016, 4, p. 196-203
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Nutzenfunktion | Utility function | Elastizität | Elasticity | Stochastischer Prozess | Stochastic process |
| 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://www.econbiz.de/10011588768