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

James Arvid Ohlson, W. T. Ziemba

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	57-71
Number of pages	15
Journal	Journal of Financial and Quantitative Analysis
Volume	11
Issue number	1
DOIs	https://doi.org/10.2307/2330229
Publication status	Published - 1 Jan 1976
Externally published	Yes

ASJC Scopus subject areas

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