Correction on ``Optimal portfolio selection when stock prices follow an jump-diffusion process'' (Q2460044)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correction on ``Optimal portfolio selection when stock prices follow an jump-diffusion process'' |
scientific article |
Statements
Correction on ``Optimal portfolio selection when stock prices follow an jump-diffusion process'' (English)
0 references
14 November 2007
0 references
Optimal investment strategy
0 references
Efficient frontier
0 references
0 references
