Erratum to 'Behavioral Portfolio Selection in Continuous Time'

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

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Year of publication:	2010
Authors:	Jin, Hanqing
Other Persons:	Zhou, Xun Yu (contributor)
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Portfolio-Management \| Portfolio selection \| Prospect Theory \| Prospect theory

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Extent:	1 Online-Ressource (6 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 16, 2009 erstellt
Other identifiers:	10.2139/ssrn.1489842 [DOI]
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013150593