OPTIMAL DYNAMIC PORTFOLIO SELECTION: MULTIPERIOD MEAN-VARIANCE FORMULATION.
- Published in:
- Mathematical Finance, 2000, v. 10, n. 3, p. 387, doi. 10.1111/1467-9965.00100
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2000 AND VI 10 AND IP 3
Results: 3
1
2
A MARTINGALE CHARACTERIZATION OF CONSUMPTION CHOICES AND HEDGING COSTS WITH MARGIN REQUIREMENTS.
- Published in:
- Mathematical Finance, 2000, v. 10, n. 3, p. 355, doi. 10.1111/1467-9965.00099
- By:
- Publication type:
- Article
3
LOUIS BACHELIER ON THE CENTENARY OF THÉORIE DE LA SPÉCULATION.
- Published in:
- Mathematical Finance, 2000, v. 10, n. 3, p. 339, doi. 10.1111/1467-9965.00098
- By:
- Publication type:
- Article