Erratum to 'Behavioral Portfolio Selection in Continuous Time'

5 Pages Posted: 8 Jun 2010

See all articles by Hanqing Jin

Hanqing Jin

Mathematical Institute; Oxford-Nie Financial Big Data Laboratory; St. Peter's College

Xun Yu Zhou

The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management

Multiple version iconThere are 2 versions of this paper

Date Written: 2010-03

Abstract

We fill a gap in the proof of a (rather critical) lemma, Lemma B.1, in Jin and Zhou (2008: Math. Finance 18, 385–426). We also correct a couple of other minor errors in the same paper.

Suggested Citation

Jin, Hanqing and Zhou, Xun Yu, Erratum to 'Behavioral Portfolio Selection in Continuous Time' (2010-03). Mathematical Finance, Vol. 20, Issue 3, pp. 521-525, July 2010, Available at SSRN: https://ssrn.com/abstract=1622003 or http://dx.doi.org/10.1111/j.1467-9965.2010.00409.x

Hanqing Jin

Mathematical Institute ( email )

Andrew Wiles Building
Radicliff Observatory Quarter, Woodstock Road
Oxford, oxfordshire OX2 6GG
United Kingdom

HOME PAGE: http://www.maths.ox.ac.uk

Oxford-Nie Financial Big Data Laboratory ( email )

Andrew Wiles Building
Woodstock Road
Oxford, Oxfordshire OX2 6GG
United Kingdom

St. Peter's College ( email )

New Inn Hall Street
Oxford, Oxfordshire OX1 2DL
United Kingdom

HOME PAGE: http://www.spc.ox.ac.uk

Xun Yu Zhou

The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management ( email )

Shatin, New Territories
Hong Kong
852 2609-8320 (Phone)
852 2603-5505 (Fax)

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