Optimal portfolio and consumption in a switching diffusion market
Year of publication: |
2004
|
---|---|
Authors: | Cajueiro, Daniel Oliveira ; Yoneyama, Takashi |
Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 24.2004, 2, p. 227-247
|
Subject: | Portfolio-Management | Portfolio selection |
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