Optimal portfolio of safety-first models (Q2390455): Difference between revisions

@@ Property / DOI @@
-.1016/j.jspi.2009.01.018
@@ Property / DOI: 10.1016/j.jspi.2009.01.018 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2009.01.018
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@@ Property / OpenAlex ID @@
+W2065512997
@@ Property / OpenAlex ID: W2065512997 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+A Stochastic Programming Model
@@ Property / cites work: A Stochastic Programming Model / rank @@
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@@ Property / cites work @@
+Tail Conditional Expectations for Elliptical Distributions
+Normal rank
@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JSPI.2009.01.018
@@ Property / DOI: 10.1016/J.JSPI.2009.01.018 / rank @@
+Normal rank