NDLI: MEAN-VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING

Content Provider	Scilit
Author	Xia, Jianming
Copyright Year	2005
Description	Journal: Mathematical Finance
Ending Page	538
Starting Page	533
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/j.1467-9965.2005.00231.x
Journal	Mathematical Finance
Issue Number	3
Volume Number	15
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2005-07-01
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Social Psychology Mean–variance Portfolios Utility Maximization Partial Hedging Incomplete Markets
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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MEAN-VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING