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- W2977779548 abstract "Problems of the portfolio investment based on logarithmic utility function in single period stock market were studied.By using the risk-neutral evaluation method the optimal solution of portfolio investment was deduced.Finally,through an example,the first order necessary condition and the risk-neutral computational approach were applied to calculate the optimal trading strategy and the uniformity of the two methods was verified." @default.
- W2977779548 created "2019-10-10" @default.
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- W2977779548 date "2010-01-01" @default.
- W2977779548 modified "2023-09-23" @default.
- W2977779548 title "Portfolio Investment of Logarithmic Utility Function in Single Period Stock Market" @default.
- W2977779548 hasPublicationYear "2010" @default.
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