Optimum portfolio diversification in a general continuous-time model

Stochastic Processes and their Applications

Volumn 18, Issue 1, 1984, Pages 81-98

  Aase, Knut Kristian ^a  

^a NONE

Author keywords

martingales; portfolio selection; stochastic control; stochastic integrals

Indexed keywords

EID: 0043163662     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(84)90163-7     Document Type: Article

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