Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift
Author: | Jörn Sass, Dorothee Westphal, Ralf Wunderlich |
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URL: | https://arxiv.org/abs/1601.08155 |
Title of the source (English): | ArXiv.org |
Document Type: | Scientific journal article not peer-reviewed |
Language: | English |
Year of publication: | 2016 |
Number of pages: | 30 |
Faculty/Chair: | Fakultät 1 MINT - Mathematik, Informatik, Physik, Elektro- und Informationstechnik / FG Wirtschaftsmathematik |