Portfolio selection in a lognormal market when the investor has a power utility function
J. A. Ohlson
| Year of publication: |
1976
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|---|---|
| Authors: | Ohlson, J. A. ; Ziemba, W. T. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 11.1976, 1, p. 57-71
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| Subject: | Kapitalanlage |
| Type of publication: | Article |
|---|---|
| Notes: | mit bibliogr. Angaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002586424