Portfolio selection problem with multiple risky assets under the constant elasticity of variance model

Insurance: Mathematics and Economics - Tập 50 - Trang 179-190 - 2012
Hui Zhao1,2, Ximin Rong1
1School of Science, Tianjin University, Tianjin 300072, PR China
2School of Management, Tianjin University, Tianjin 300072, PR China