Correction on "Optimal portfolio selection when stock prices follow an jump-diffusion process".

Wenjing Guo Chengming Xu

Published in: Math. Methods Oper. Res. (2007)

Keyphrases

portfolio selection
financial markets
stock price
portfolio optimization
optimal portfolio
stock market
dow jones
portfolio management
financial data
stock exchange
non stationary
historical data
news articles
robust optimization
dynamic programming
optimal strategy
exchange rate
generative model