Optimal Logarithmic Utility and Optimal Portfolios for an Insider in a Stochastic Volatility Market

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	301-319
Journal	International Journal of Theoretical and Applied Finance
Volume	8
Issue number	3
DOIs	https://doi.org/10.1142/S0219024905003025
Publication status	Published - May 2005

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title = "Optimal Logarithmic Utility and Optimal Portfolios for an Insider in a Stochastic Volatility Market",

author = "Ewald, \{Christian Oliver\}",

year = "2005",

month = may,

doi = "10.1142/S0219024905003025",

language = "English",

volume = "8",

pages = "301--319",

journal = "International Journal of Theoretical and Applied Finance",

issn = "0219-0249",

publisher = "World Scientific Publishing Co. Pte Ltd",

number = "3",

}

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T1 - Optimal Logarithmic Utility and Optimal Portfolios for an Insider in a Stochastic Volatility Market

AU - Ewald, Christian Oliver

PY - 2005/5

Y1 - 2005/5

U2 - 10.1142/S0219024905003025

DO - 10.1142/S0219024905003025

M3 - Article

SN - 0219-0249

VL - 8

SP - 301

EP - 319

JO - International Journal of Theoretical and Applied Finance

JF - International Journal of Theoretical and Applied Finance

IS - 3

ER -