Optimal portfolio of low liquid assets with a log-utility function

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Publication:2488509

DOI10.1007/s00780-005-0172-9zbMath1092.91028OpenAlexW2024801093MaRDI QIDQ2488509

Koichi Matsumoto

Publication date: 24 May 2006

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-005-0172-9




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