The terminal real wealth optimization problem with index bonds : equivalence of real and nominal portfolio choices for the constant relative risk aversion utility
Aihua Zhang
| Year of publication: |
2012
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|---|---|
| Authors: | Zhang, Aihua |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 23.2012, 1, p. 29-39
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Risiko | Risk | Anleihe | Bond |
| 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/10009510304