ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME”

  • Jin H
  • Zhou X
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Abstract

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

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Jin, H., & Zhou, X. Y. (2010). ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME.” Mathematical Finance, 20(3), 521–525. https://doi.org/10.1111/j.1467-9965.2010.00409.x

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