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

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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title = "Portfolio selection in a lognormal market when the investor has a power utility function",

author = "Ohlson, \{James Arvid\} and Ziemba, \{W. T.\}",

year = "1976",

month = jan,

day = "1",

doi = "10.2307/2330229",

language = "English",

volume = "11",

pages = "57--71",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "1",

}

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T1 - Portfolio selection in a lognormal market when the investor has a power utility function

AU - Ohlson, James Arvid

AU - Ziemba, W. T.

PY - 1976/1/1

Y1 - 1976/1/1

UR - https://www.scopus.com/pages/publications/7044260422

U2 - 10.2307/2330229

DO - 10.2307/2330229

M3 - Journal article

SN - 0022-1090

VL - 11

SP - 57

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JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

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ER -