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ArticlePortfolio Selection: A Review

Jerome B. Detemple2012

Article2012

Portfolio Selection: A Review

Jerome B. Detemple

55 citations·0/0 files stored·Journal of Optimization Theory and Applications

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Risk and Portfolio Optimization Stochastic processes and financial applications Economic theories and models

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References

1985A Theory of the Term Structure of Interest Rates 1961Risk, Ambiguity, and the Savage Axioms 2007Brownian Motion and Stochastic Calculus 1971Optimum consumption and portfolio rules in a continuous-time model 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine 1979Martingales and arbitrage in multiperiod securities markets

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Year2012

Typearticle

Published2012-10-19

VenueJournal of Optimization Theory and Applications

ISSN-L0022-3239

Languageen

Citations55

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s10957-012-0208-1

openalex_workW1971996799

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