• Title of article

    Monte Carlo computation of optimal portfolios in complete markets

  • Author/Authors

    Jak a Cvitani ، نويسنده , , Levon Goukasian، نويسنده , , Fernando Zapatero، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    16
  • From page
    971
  • To page
    986
  • Keywords
    Utility maximization , MonteCarlo methods
  • Journal title
    Journal of Economic Dynamics and Control
  • Serial Year
    2003
  • Journal title
    Journal of Economic Dynamics and Control
  • Record number

    238359

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=238359