Asymptotically optimal portfolios
Year of publication: |
1992
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Authors: | Jamshidian, Farshid |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 2.1992, 2, p. 131-150
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Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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