Risk and utility in portfolio optimization (Q1873937): Difference between revisions
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| Property / arXiv ID: cond-mat/0212187 / rank | |||
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Latest revision as of 10:45, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk and utility in portfolio optimization |
scientific article |
Statements
Risk and utility in portfolio optimization (English)
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21 May 2003
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pre-established investment-goal failure probability
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Gaussian probability distribution
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stock-price data
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