Estimating a continuous time portfolio selection model: An application with UK data

Empirical Economics

Volumn 25, Issue 1, 2000, Pages 93-109

  Saltoǧlu, Burak ^a  

^a MARMARA UNIVERSITY   (Turkey)

Author keywords

Continuous time portfolio selection; Moving block bootstrapping technique; Stochastic differential equations

Indexed keywords

MODELING; NATIONAL TRADE; PRICE DYNAMICS;

UNITED KINGDOM;

EID: 0343134187     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001810050005     Document Type: Article

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