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

Taras Bodnar, Nestor Parolya, Wolfgang Schmid (2015)

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DOI: 10.1007/S10479-015-1802-Z

access: closed

type: Journal Article

metadata version: 2022-12-07

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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)

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