Work

Portfolio optimization in incomplete financial markets

Year: 2004

Type: article

Author: Walter Schachermayer

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W603034032

FWCI: 1.158

Cites: 53

Cited by: 23

Related to: 10