A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
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Publication:492800
DOI10.1007/s10479-015-1802-zzbMath1358.91088arXiv1207.1003OpenAlexW1966488176MaRDI QIDQ492800
Wolfgang Schmid, Nestor Parolya, Taras Bodnar
Publication date: 21 August 2015
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.1003
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