Correction on “Optimal portfolio selection when stock prices follow an jump-diffusion process”

Wenjing Guo () and Chengming Xu

Mathematical Methods of Operations Research, 2007, vol. 65, issue 3, 559-564

Abstract: In this paper, we point some errors in Guo and Xu (Math Methods Oper Res 60:485–496, 2004) and give the correct expressions of optimal investment strategy and efficient frontier. Copyright Springer-Verlag 2007

Keywords: Optimal investment strategy; Efficient frontier (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s00186-006-0139-4

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