Portfolio selection in a lognormal market when the investor has a power utility function

James Arvid Ohlson, W. T. Ziemba

Research output: Journal article publicationJournal articleAcademic researchpeer-review

22 Citations (Scopus)
Original languageEnglish
Pages (from-to)57-71
Number of pages15
JournalJournal of Financial and Quantitative Analysis
Volume11
Issue number1
DOIs
Publication statusPublished - 1 Jan 1976
Externally publishedYes

ASJC Scopus subject areas

  • Accounting
  • Finance
  • Economics and Econometrics

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