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
Bodnar, Taras
Ivasiuk, Dmytro
Parolya, Nestor http://orcid.org/0000-0003-2147-2288
Schmid, Wolfgang
Funding for this research was provided by:
Delft University of Technology
Text and Data Mining valid from 2020-05-29
Version of Record valid from 2020-05-29
Article History
Received: 11 November 2019
Accepted: 7 May 2020
First Online: 29 May 2020