Stochastic portfolio optimization with log utility
Tao Pang
| Year of publication: |
2006
|
|---|---|
| Authors: | Pang, Tao |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 6, p. 869-887
|
| Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| 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/10003380291