Author: Zeng Xudong Taksar Michael
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.13, Iss.10, 2013-10, pp. : 1547-1558
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Optimal portfolio selection and compression in an incomplete market
Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. :
Analysis of the rebalancing frequency in log-optimal portfolio selection
By Kuhn Daniel Luenberger David
Quantitative Finance, Vol. 10, Iss. 2, 2010-02 ,pp. :