"Multi-period power utility optimization under stock return predictability."

Taras Bodnar et al. (2023)

> Home

Details and statistics

DOI: 10.1007/S10287-023-00434-6

access: open

type: Journal Article

metadata version: 2023-05-13

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/cms/BodnarIPS23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cms/BodnarIPS23
Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya, Wolfgang Schmid:
Multi-period power utility optimization under stock return predictability. Comput. Manag. Sci. 20(1): 4 (2023)

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.