"Mean-variance portfolio selection under a constant elasticity of variance ..."

Yang Shen, Xin Zhang, Tak Kuen Siu (2014)

> Home

Details and statistics

DOI: 10.1016/J.ORL.2014.05.008

access: closed

type: Journal Article

metadata version: 2018-11-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/orl/ShenZS14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/orl/ShenZS14
Yang Shen, Xin Zhang, Tak Kuen Siu:
Mean-variance portfolio selection under a constant elasticity of variance model. Oper. Res. Lett. 42(5): 337-342 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.