A Note on the Optimal Portfolio Problem in Discrete Processes

Naoyuki Ishimura, Yuji Mita. A Note on the Optimal Portfolio Problem in Discrete Processes. Kybernetika, 45(4):681-688, 2009. [doi]

Authors

Naoyuki Ishimura

This author has not been identified. Look up 'Naoyuki Ishimura' in Google

Yuji Mita

This author has not been identified. Look up 'Yuji Mita' in Google