Expert Opinions and Logarithmic Utility Maximization in a Market with Gaussian Drift
Author: | Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich |
---|---|
ISSN: | 0973-9599 |
Title of the source (English): | Communications on Stochastic Analysis |
Document Type: | Scientific journal article peer-reviewed |
Language: | English |
Year of publication: | 2014 |
Volume/Year: | 8 |
Issue number: | 1 |
First Page: | 27 |
Last Page: | 47 |
Faculty/Chair: | Fakultät 1 MINT - Mathematik, Informatik, Physik, Elektro- und Informationstechnik / FG Wirtschaftsmathematik |
Institution name at the time of publication: | Fakultät für Mathematik, Naturwissenschaften und Informatik (eBTU) / LS Wirtschaftsmathematik |