Optimal portfolio of low liquid assets with a log-utility function. | D2R Server publishing the DBLP Bibliography Database, hosted at L3S Research Center

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dcterms:bibliographicCitation	<http://dblp.uni-trier.de/rec/bibtex/journals/fs/Matsumoto06>
dc:creator	<https://dblp.l3s.de/d2r/resource/authors/Koichi_Matsumoto>
foaf:homepage	<http://dx.doi.org/doi.org%2F10.1007%2Fs00780-005-0172-9>
foaf:homepage	<https://doi.org/10.1007/s00780-005-0172-9>
dc:identifier	DBLP journals/fs/Matsumoto06 (xsd:string)
dc:identifier	DOI doi.org%2F10.1007%2Fs00780-005-0172-9 (xsd:string)
dcterms:issued	2006 (xsd:gYear)
swrc:journal	<https://dblp.l3s.de/d2r/resource/journals/fs>
rdfs:label	Optimal portfolio of low liquid assets with a log-utility function. (xsd:string)
foaf:maker	<https://dblp.l3s.de/d2r/resource/authors/Koichi_Matsumoto>
swrc:number	1 (xsd:string)
swrc:pages	121-145 (xsd:string)
owl:sameAs	<http://bibsonomy.org/uri/bibtexkey/journals/fs/Matsumoto06/dblp>
owl:sameAs	<http://dblp.rkbexplorer.com/id/journals/fs/Matsumoto06>
rdfs:seeAlso	<http://dblp.uni-trier.de/db/journals/fs/fs10.html#Matsumoto06>
rdfs:seeAlso	<https://doi.org/10.1007/s00780-005-0172-9>
dc:subject	Portfolio optimization; liquidity; log-utility function (xsd:string)
dc:title	Optimal portfolio of low liquid assets with a log-utility function. (xsd:string)
dc:type	<http://purl.org/dc/dcmitype/Text>
rdf:type	swrc:Article
rdf:type	foaf:Document
swrc:volume	10 (xsd:string)