Risk aversion and portfolio selection in a continuous-time model

Risk aversion and portfolio selection in a continuous-time model

10.1137/10080871X

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Bibliographic Details
Main Author: Xia, J.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Black-Scholes market model
Comparative statics
Portfolio selection
Risk aversion
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104063
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Institution: National University of Singapore
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Summary:10.1137/10080871X

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