A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
Crossref DOI link: https://doi.org/10.1007/s10479-015-1802-z
Published Online: 2015-02-06
Published Print: 2015-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bodnar, Taras
Parolya, Nestor
Schmid, Wolfgang
Text and Data Mining valid from 2015-02-06
