@article{portfoliooptimizationinthecaseofan,
  title = {Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset},
  author = {Ljudmila A. Bordag},
  year = {2019},
  eprint = {1910.07417},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1910.07417v2},
}