Crossmark

Mean-variance efficiency of optimal power and logarithmic utility portfolios

Crossref DOI link: https://doi.org/10.1007/s11579-020-00270-1

Published Online: 2020-05-29

Published Print: 2020-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bodnar, Taras

Ivasiuk, Dmytro

Parolya, Nestor https://orcid.org/0000-0003-2147-2288
Schmid, Wolfgang
Funding

Funding for this research was provided by:

Delft University of Technology
License Information

Text and Data Mining valid from 2020-05-29

Version of Record valid from 2020-05-29
More Information

Article History

Received: 11 November 2019

Accepted: 7 May 2020

First Online: 29 May 2020