Primer on Dynamic Portfolio Theory
On negative‐power/log‐type utility functions and their associated capital growth.
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Veröffentlicht in: | Wilmott (London, England) England), 2016-03, Vol.2016 (82), p.20-26 |
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container_issue | 82 |
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container_title | Wilmott (London, England) |
container_volume | 2016 |
creator | MacLean, Leonard C. Ziemba, William T. |
description | On negative‐power/log‐type utility functions and their associated capital growth. |
doi_str_mv | 10.1002/wilm.10483 |
format | Article |
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identifier | ISSN: 1540-6962 |
ispartof | Wilmott (London, England), 2016-03, Vol.2016 (82), p.20-26 |
issn | 1540-6962 1541-8286 |
language | eng |
recordid | cdi_proquest_journals_1774943295 |
source | Alma/SFX Local Collection |
subjects | Decision making models Financial planning |
title | Primer on Dynamic Portfolio Theory |
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