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Applied Economics Letters Volume 20, 2013 - Issue 8
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Original Articles

Jumps in an stochastic optimization: self-financing portfolio for risk averse investors: does bequest matter?

Şaziye Gaziog̃lu Department of Economics and Institute for Applied Mathematics (IAM), Middle East Technical University (METU), Ankara, 0653, Turkey; Department of Economics, University of Aberdeen, Aberdeen, UKCorrespondence[email protected]
,
Azize Bastıyalı-Hafavi Department of Economics and Institute for Applied Mathematics (IAM), Middle East Technical University (METU), Ankara, 0653, Turkey
&
Özge Sezgin Department of Economics and Institute for Applied Mathematics (IAM), Middle East Technical University (METU), Ankara, 0653, Turkey
Pages 790-794 | Published online: 11 Dec 2012

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