"A closed-form solution of the multi-period portfolio choice problem for a ..."

Taras Bodnar, Nestor Parolya, Wolfgang Schmid (2015)

> Home

Details and statistics

DOI: 10.1007/S10479-015-1802-Z

access: closed

type: Journal Article

metadata version: 2022-12-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/anor/BodnarPS15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/anor/BodnarPS15
Taras Bodnar, Nestor Parolya, Wolfgang Schmid:
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function. Ann. Oper. Res. 229(1): 121-158 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.