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}, }