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

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

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Year of publication:	2007
Authors:	Guo, Wenjing ; Xu, Chengming
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 65.2007, 3, p. 559-564
Publisher:	Springer
Subject:	Optimal investment strategy \| Efficient frontier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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