Portfolio Selection in a Lognormal Market When the Investor Has a Power Utility Function
| Year of publication: |
1976
|
|---|---|
| Authors: | Ohlson, J. A. ; Ziemba, W. T. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 11.1976, 01, p. 57-71
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |