Optimal portfolio control for parabolic type factor model with power utility

ShinIchi Aihara, Arunabha Bagchi

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    Original languageEnglish
    Title of host publicationProc. of JAFEE 2003 Winter Meeting
    Place of PublicationTokyo, Japan
    Pages265-278
    Number of pages13
    Publication statusPublished - 2003

    Keywords

    • METIS-216997

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