Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift
Author: | Jörn Sass, Dorothee Westphal, Ralf Wunderlich |
---|---|
DOI: | https://doi.org/10.1142/S0219024917500224 |
ISSN: | 0219-0249 |
ISSN: | 1793-6322 |
Title of the source (English): | International Journal of Theoretical and Applied Finance |
Document Type: | Scientific journal article peer-reviewed |
Language: | English |
Year of publication: | 2017 |
Volume/Year: | 20 |
Issue number: | 4 |
First Page: | 1750022 |
Faculty/Chair: | Fakultät 1 MINT - Mathematik, Informatik, Physik, Elektro- und Informationstechnik / FG Wirtschaftsmathematik |