Work

Initial Investment Choice and Optimal Future Allocations Under Time-monotone Performance Criteria

Year: 2011

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024911006267

Authors: M. MUSIELA, T. ZARIPHOPOULOU

Institutions: BNP Paribas (United Kingdom), University of Oxford, The University of Texas at Austin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Foundation

OpenAlex ID: W2029945117

FWCI: 1.778

Cites: 15

Cited by: 20

Related to: 10