Title: Portfolio Selection in Stochastic Environments
Abstract: Journal Article Portfolio Selection in Stochastic Environments Get access Jun Liu Jun Liu University of California, San Diego Address correspondence to Jun Liu, The Rady School of Management, UCSD, 9500 Gilman Dr, MC 0093, Pepper Canyon Hall, Room 320, San Diego, CA 92130-0093, or e-mail: [email protected] Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 20, Issue 1, January 2007, Pages 1–39, https://doi.org/10.1093/rfs/hhl001 Published: 15 May 2006
Publication Year: 2006
Publication Date: 2006-05-15
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 676
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