The optimal log-utility asset management under incomplete information
Year of publication: |
2000
|
---|---|
Authors: | Ishijima, Hiroshi ; Shirakawa, Hiroshi |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 7.2000, 2, p. 145-154
|
Subject: | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Theorie | Theory |
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