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

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Publication:2488509


DOI10.1007/s00780-005-0172-9zbMath1092.91028MaRDI 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


91B70: Stochastic models in economics

91B16: Utility theory

91G10: Portfolio theory


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