Article ID: | iaor20127252 |
Volume: | 155 |
Issue: | 2 |
Start Page Number: | 669 |
End Page Number: | 672 |
Publication Date: | Nov 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Alghalith Moawia |
Keywords: | investment |
We derive general explicit solutions to the investment model without reliance on the existing duality or variational methods.