Dynamic portfolio choice under asset price lognormality (Q1202468)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic portfolio choice under asset price lognormality |
scientific article; zbMATH DE number 109000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio choice under asset price lognormality |
scientific article; zbMATH DE number 109000 |
Statements
Dynamic portfolio choice under asset price lognormality (English)
0 references
11 February 1993
0 references
diffusion portfolio model
0 references
asset price lognormality
0 references
