Erratum to Behavioral portfolio selection in continuous time [Math. Finance, (2008), 18, 385 426]
We fill a gap in the proof of a (rather critical) lemma, Lemma B.1, in Jin and Zhou (2008: Math. Finance 18, 385-426). We also correct a couple of other minor errors in the same paper. © Copyright the Authors. Journal Compilation © 2010 Wiley Periodicals, Inc.
Main Authors: | Jin, H, Zhou, X |
---|---|
Format: | Journal article |
Language: | English |
Published: |
2010
|
Similar Items
-
Continuous-time behavioral portfolio selection
by: Jin, H, et al.
Published: (2008) -
Behavioral portfolio selection in continuous time
by: Jin, H, et al.
Published: (2008) -
ZAE385-4 - APPLIED SPECTROSCOPY - NOVEMBER 2008.
by: PPSF, Pusat Pengajian Sains Fizik
Published: (2008) -
18.385 Nonlinear Dynamics and Chaos, Fall 2002
by: Rosales, Rodolfo
Published: (2002) -
Continuous-time mean-risk portfolio selection
by: Jin, H, et al.
Published: (2005)