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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~person:"Choi, Kyoung Jin"
~person:"Jobson, J. D."
~subject:"Portfolio-Management"
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Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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1
European journal of international management : EJIM
1
Review of quantitative finance and accounting
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Optimal Consumption and Investment under Time-Varying Liquidity Constraints
Ahn, Seryoong
;
Choi, Kyoung Jin
;
Lim, Byung Hwa
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1643-1681
Persistent link: https://www.econbiz.de/10012139951
Saved in:
2
A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency
Jobson, J. D.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 185-204
Persistent link: https://www.econbiz.de/10001067239
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