Multi-period power utility optimization under stock return predictability
Crossref DOI link: https://doi.org/10.1007/s10287-023-00434-6
Published Online: 2023-02-09
Published Print: 2023-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bodnar, Taras http://orcid.org/0000-0001-7855-8221
Ivasiuk, Dmytro
Parolya, Nestor
Schmid, Wolfgang
Funding for this research was provided by:
Stockholm University
Text and Data Mining valid from 2023-02-09
Version of Record valid from 2023-02-09
Article History
Received: 2 May 2022
Accepted: 28 December 2022
First Online: 9 February 2023