The optimal log-utility asset management under incomplete information

DOI10.1023/A:1010069730429MaRDI QIDQ1000511zbMATHFDO

Authors Hiroshi Ishijima, Hiroshi Shirakawa

Publication date 6 February 2009

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

Mathematics Subject Classification ID

Applications of mathematical programming (90C90)

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