Risk and utility in portfolio optimization (Q1873937): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 4 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: cond-mat/0212187 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3104298492 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
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)
0 references
21 May 2003
0 references
pre-established investment-goal failure probability
0 references
Gaussian probability distribution
0 references
stock-price data
0 references
