anoteonthemeanvariancecriteriafordiscretetimefinancialmarkets

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	anoteonthemeanvariancecriteriafordiscretetimefinancialmarkets
	Liu Xinhua
	2005
发表期刊	actamathematicaeapplicataesinica
ISSN	0168-9673
卷号	021 期号:004 页码:693
摘要	It was shown in Xia that for incomplete markets with continuous assets＇ price processes and for complete markets the mean-variance portfolio selection can be viewed as expected utility maximization with non-negative marginal utility. In this paper we show that for discrete time incomplete markets this result is not true.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/43061
专题	中国科学院数学与系统科学研究院
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Liu Xinhua. anoteonthemeanvariancecriteriafordiscretetimefinancialmarkets[J]. actamathematicaeapplicataesinica,2005,021(004):693.
APA	Liu Xinhua.(2005).anoteonthemeanvariancecriteriafordiscretetimefinancialmarkets.actamathematicaeapplicataesinica,021(004),693.
MLA	Liu Xinhua."anoteonthemeanvariancecriteriafordiscretetimefinancialmarkets".actamathematicaeapplicataesinica 021.004(2005):693.