Jumps in an stochastic optimization : self-financing portfolio for risk averse investors : does bequest matter?
Year of publication: |
2013
|
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Authors: | Gazioğlu, Şaziye ; Bastıyalı-Hafavi, Azize ; Sezgin, Özge |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 7/9, p. 790-794
|
Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Theorie | Theory | Stochastischer Prozess | Stochastic process | Erbe | Inheritance |
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