August 01, 1969 article Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case The Review of Economics and Statistics DOI: 10.2307/1926560 OpenAlex Authors 0 Author list not loaded yet. Cited by 3 stored of 5,399 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Optimal investment strategies under the relative performance in jump-diffusion markets 2024 Decisions in Economics and Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 4 citations Efficient Portfolios for Scalar Risk Functions 2023 CMS/CAIMS books in mathematics book-chapter Decision Sciences Risk and Portfolio Optimization 0 citations Introduction 2023 CMS/CAIMS books in mathematics book-chapter Decision Sciences Risk and Portfolio Optimization 0 citations 3 results References 0