Portfolio selection in a lognormal securities market
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Publication:4166476
DOI10.1007/BF01290062zbMath0385.90003MaRDI QIDQ4166476
Publication date: 1978
Published in: Zeitschrift für Nationalökonomie (Search for Journal in Brave)
Related Items (5)
Tail approximations of integrals of Gaussian random fields ⋮ Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes ⋮ Efficient simulations for the exponential integrals of Hölder continuous gaussian random fields ⋮ On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields ⋮ On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise
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