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]

@article{IshimuraM09,
  title = {A Note on the Optimal Portfolio Problem in Discrete Processes},
  author = {Naoyuki Ishimura and Yuji Mita},
  year = {2009},
  url = {http://www.kybernetika.cz/content/2009/4/681},
  researchr = {https://researchr.org/publication/IshimuraM09},
  cites = {0},
  citedby = {0},
  journal = {Kybernetika},
  volume = {45},
  number = {4},
  pages = {681-688},
}