BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME

DOI10.1111/j.1467-9965.2008.00339.xzbMath1138.91451arXiv0709.4467OpenAlexW2134306794MaRDI QIDQ5900044

Hanqing Jin, Zuo Quan Xu, Xun Yu Zhou

Publication date: 22 May 2008

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.4467

Mathematics Subject Classification ID

Stochastic programming (90C15) Portfolio theory (91G10)

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