• Title of article

    A new stochastic factor model: General explicit solutions

  • Author/Authors

    Moawia Alghalith، نويسنده , , Moawia، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    3
  • From page
    1852
  • To page
    1854
  • Abstract
    We present a new stochastic factor model. In doing so, we provide general, explicit solutions to the portfolio optimization problem.
  • Keywords
    Portfolio , Investment , Stochastic factor , optimization
  • Journal title
    Applied Mathematics Letters
  • Serial Year
    2009
  • Journal title
    Applied Mathematics Letters
  • Record number

    1526435

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1526435