palczewski.zabczyk:05:portfolio¶
BibTeX Entry:
@article{palczewski.zabczyk:05:portfolio,
author = {Palczewski, Jan and Zabczyk, Jerzy},
fjournal = {Probability and Mathematical Statistics},
issn = {0208-4147},
journal = {Probab. Math. Statist.},
mrclass = {93E20 (49K45 60H10 60H30 91B28)},
mrnumber = {2211357},
mrreviewer = {Paolo Guasoni},
number = {1, Acta Univ. Wratislav. No. 2784},
pages = {75--95},
title = {Portfolio diversification with {M}arkovian prices},
volume = {25},
year = {2005}
}