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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 89, 2017 - Issue 1: Festschrift for Bernt Øksendal
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Original Articles

Continuous-time (Ross-type) portfolio separation, (almost) without Itô calculus

Nils Chr. FramstadDepartment of Economics, University of Oslo, Oslo, Norway.Correspondence[email protected]
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Pages 38-64 | Received 20 Aug 2015, Accepted 11 Dec 2015, Published online: 09 Feb 2016

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