An empirical analysis on log-utility asset management

DOI10.1023/A:1010076022308zbMath1153.91515OpenAlexW2138757679MaRDI QIDQ1000489

Hiroshi Ishijima

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010076022308

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

This page was built for publication: An empirical analysis on log-utility asset management