Optimal portfolio for a small investor in a market model with discontinuous prices
Year: 1990
Type: article
DOI: 10.1007/bf01447332
Authors: Monique Jeanblanc-Picqu�, Monique Pontier
Institutions: École Normale Supérieure Paris-Saclay, Université d'Orléans
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2018394371