Continuous-time mean-risk portfolio selection

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 41, Issue 3 SPEC. ISS., 2005, Pages 559-580

  Jin, Hanqing ^a   Yan, Jia An ^b   Zhou, Xun Yu ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

Mean downside risk; Mean semivariance; Portfolio selection; Weighted mean variance

Indexed keywords

EID: 17444401323     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2004.09.009     Document Type: Article

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