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

J. A. Ohlson; W. T. Ziemba

doi:10.2307/2330229

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

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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

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Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].

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

author = "Ohlson, {J. A.} and Ziemba, {W. T.}",

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

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