Growth-oriented portfolio selection based on stochastic holding periods

DOI10.1007/S002910050103zbMath0948.91037OpenAlexW2040372408MaRDI QIDQ1569797

Thomas Burkhardt

Publication date: 27 November 2000

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002910050103

zbMATH Keywords

portfolio selectionpreference functionsinvestment horizoncapital growthtime optimality

Mathematics Subject Classification ID

Portfolio theory (91G10)

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