School of Science, Tianjin University, Tianjin, China
School of Science, Tianjin University, Tianjin, China
School of Science, Tianjin University, Tianjin, China
School of Science, Tianjin University, Tianjin, China
Copyright © 2012 Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
H. Zhao, X. Rong, W. Ma and B. Gao, "Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model,"
Modern Economy, Vol. 3 No. 6, 2012, pp. 718-725. doi:
10.4236/me.2012.36092.