Sharpe Ratio Maximization and Expected Utility When Asset Prices Have Jumps

Christensen, MM Platen, E

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Publisher:: World Scientific
Publication Type:: Journal Article
Citation:: International Journal of Theoretical and Applied Finance, 2007, 10 (8), pp. 1339 - 1364
Issue Date:: 2007-01

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Full metadata record

Field	Value	Language
dc.contributor.author	Christensen, MM	en_US
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.date.issued	2007-01	en_US
dc.identifier.citation	International Journal of Theoretical and Applied Finance, 2007, 10 (8), pp. 1339 - 1364	en_US
dc.identifier.issn	0219-0249	en_US
dc.identifier.uri	http://hdl.handle.net/10453/5419
dc.publisher	World Scientific	en_US
dc.relation.ispartof	International Journal of Theoretical and Applied Finance	en_US
dc.relation.isbasedon	10.1142/S0219024907004688	en_US
dc.subject.classification	Finance	en_US
dc.title	Sharpe Ratio Maximization and Expected Utility When Asset Prices Have Jumps	en_US
dc.type	Journal Article
utslib.citation.volume	8	en_US
utslib.citation.volume	10	en_US
utslib.for	150201 Finance	en_US
utslib.for	01 Mathematical Sciences	en_US
utslib.for	15 Commerce, Management, Tourism and Services	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.issue	8	en_US
pubs.volume	10	en_US

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