Showing 1 - 2 of 2
This study aims to demonstrate the optimal multiperiod dynamic asset allocation for a generalized situation and enable the investor to maximize his expected terminal wealth utility. Previous researches solved this problem constrained by the investor's utility function, the asset return...
Persistent link: https://www.econbiz.de/10003904324
Persistent link: https://www.econbiz.de/10009348293