On value preserving and growth optimal portfolios

DOI10.1007/s001860050095zbMath0959.91028OpenAlexW2086093179MaRDI QIDQ1809496

Manfred Schäl, Ralf Korn

Publication date: 17 May 2000

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:386-kluedo-10729

zbMATH Keywords

martingale measurelogarithmic utilitydynamic portfolios

Mathematics Subject Classification ID

Economic growth models (91B62)

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