Work

Portfolio Selection in Stochastic Environments

Year: 2006

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhl001

Author: Jun Liu

Institution: University of California San Diego

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1991552664

FWCI: 50.3

Cites: 38

Cited by: 660

Related to: 10