Stochastic optimization applied to self-financing portfolio: does bequest matter?

Author: Gaziog~lu Saziye   Bastıyalı-Hayfavi Azize  

Publisher: Routledge Ltd

ISSN: 1466-4283

Source: Applied Economics, Vol.42, Iss.30, 2010-12, pp. : 3831-3838

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Abstract