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Nestor Parolya
Information about the author Nestor Parolya will soon be added to the site.
Found
3 papers
in total
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On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
2015
In this paper we derive the exact solution of the multi‐period portfolio choice...
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
2015
In the present paper, we derive a closed‐form solution of the...
On the equivalence of quadratic optimization problems commonly used in portfolio theory
2013
In the paper, we consider three quadratic optimization problems which are frequently...
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