Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility
Work
Year: 2005
Type: article
Source: Quantitative Finance
Author Holger Kraft
Cites: 22
Cited by: 173
Related to: 10
FWCI: 0.322
Citation percentile (by year/subfield): 94.85
Subfield: Finance
Domain: Social Sciences
Open Access status: closed