A Multi Period Portfolio Selection Problem

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A Multi-period Portfolio Selection Problem

A Multi-period Portfolio Selection Problem
Author :
Publisher :
Total Pages : 117
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ISBN-10 : OCLC:730302785
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis A Multi-period Portfolio Selection Problem by : Wenting Hou

Download or read book A Multi-period Portfolio Selection Problem written by Wenting Hou and published by . This book was released on 2009 with total page 117 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This paper addresses a multi-period portfolio selection problem when the number of assets in the financial market is large. Using an exponential utility functio