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

id	sg-nus-scholar.10635-104063
record_format	dspace
spelling	sg-nus-scholar.10635-1040632023-10-29T22:12:33Z Risk aversion and portfolio selection in a continuous-time model Xia, J. MATHEMATICS Black-Scholes market model Comparative statics Portfolio selection Risk aversion 10.1137/10080871X SIAM Journal on Control and Optimization 49 5 1916-1937 SJCOD 2014-10-28T02:44:49Z 2014-10-28T02:44:49Z 2011 Article Xia, J. (2011). Risk aversion and portfolio selection in a continuous-time model. SIAM Journal on Control and Optimization 49 (5) : 1916-1937. ScholarBank@NUS Repository. https://doi.org/10.1137/10080871X 03630129 http://scholarbank.nus.edu.sg/handle/10635/104063 000296592500002 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Black-Scholes market model Comparative statics Portfolio selection Risk aversion
spellingShingle	Black-Scholes market model Comparative statics Portfolio selection Risk aversion Xia, J. Risk aversion and portfolio selection in a continuous-time model
description	10.1137/10080871X
author2	MATHEMATICS
author_facet	MATHEMATICS Xia, J.
format	Article
author	Xia, J.
author_sort	Xia, J.
title	Risk aversion and portfolio selection in a continuous-time model
title_short	Risk aversion and portfolio selection in a continuous-time model
title_full	Risk aversion and portfolio selection in a continuous-time model
title_fullStr	Risk aversion and portfolio selection in a continuous-time model
title_full_unstemmed	Risk aversion and portfolio selection in a continuous-time model
title_sort	risk aversion and portfolio selection in a continuous-time model
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/104063
_version_	1781787816181628928

Risk aversion and portfolio selection in a continuous-time model

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