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Risk Aversion and Portfolio Selection in a Continuous-Time Model - MaRDI portal

Risk Aversion and Portfolio Selection in a Continuous-Time Model (Q3115875)

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Risk Aversion and Portfolio Selection in a Continuous-Time Model
scientific article

    Statements

    title
    Risk Aversion and Portfolio Selection in a Continuous-Time Model (English)
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    publication date
    11 February 2012
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    zbMATH Keywords
    risk aversion
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    portfolio selection, Black-Scholes market
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    comparative statics
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    author
    Jian-ming Xia
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    Identifiers

    DOI
    10.1137/10080871X
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    Mathematics Subject Classification ID
    91G10
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    91B16
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    91G80
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    60H30
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    zbMATH DE Number
    6005556
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    arXiv ID
    0805.0618
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    OpenAlex ID
    W1978032559
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