A Minimum Variance Result in Continuous Trading Portfolio Optimization
Year of publication: |
1989
|
---|---|
Authors: | Richardson, Henry R. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 35.1989, 9, p. 1045-1055
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | portfolio optimization | finance | stochastic control | Martingales | Hilbert space applications |
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