OpenAlex
Continuous-time safety-first portfolio selection with jump-diffusion processes
Work
Year: 2010
Type: article
Source: International Journal of Systems Science
Author Wei Yan
Institution Research Institute of Petroleum Exploration and Development
Cites: 18
Cited by: 7
Related to: 10
FWCI: 0.545
Citation percentile (by year/subfield): 75.33
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed