Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
Crossref DOI link: https://doi.org/10.1007/s10203-019-00250-1
Published Online: 2019-05-15
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
De Donno, Marzia
Magnani, Marco
Menegatti, Mario http://orcid.org/0000-0002-5893-9753
Text and Data Mining valid from 2019-05-15
Version of Record valid from 2019-05-15
Article History
Received: 13 March 2018
Accepted: 2 May 2019
First Online: 15 May 2019