Portfolio selection in stochastic markets with HARA utility functions
Ethem Çanakoğlu; Süleyman Özekici
| Year of publication: |
2010
|
|---|---|
| Authors: | Çanakoğlu, Ethem ; Özekici, Süleyman |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 201.2010, 2 (1.3.), p. 520-536
|
| Subject: | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Nutzenfunktion | Utility function |
| Extent: | graph. Darst. |
|---|---|
| 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/10003924825