"Portfolio selection in stochastic markets with exponential utility functions."

Ethem Çanakoglu, Süleyman Özekici (2009)

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DOI: 10.1007/S10479-008-0406-2

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/CanakogluO09
Ethem Çanakoglu, Süleyman Özekici:
Portfolio selection in stochastic markets with exponential utility functions. Ann. Oper. Res. 166(1): 281-297 (2009)

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