Computing discrete expected utility maximizing portfolios
Author: | S. Drewes, Sebastian Pokutta |
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Document Type: | Article |
Parent Title (English): | Journal of Investing |
Volume: | 23 |
Issue: | 4 |
First Page: | 121 |
Last Page: | 132 |
Year of first publication: | 2014 |
Page Number: | 12 |
URL: | http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1662729 |