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~isPartOf:"Economic notes : economic review of Banca Monte dei Paschi di Siena"
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Optimal portfolio for CRRA utility functions when risky assets are exponential additive processes
Pasin, Laura
;
Vargiolu, Tiziano
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 65-90
Persistent link: https://www.econbiz.de/10008826258
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Optimal Portfolio for CRRA Utility Functions when Risky Assets are Exponential Additive Processes
Pasin, Laura
;
Vargiolu, Tiziano
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10008716632
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