How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.3934/jimo.2019076
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+W2963352383
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@@ Property / cites work @@
+How risky is the optimal portfolio which maximizes the Sharpe ratio?
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+Risky asset pricing based on safety first fund management
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+Optimal portfolio of safety-first models
@@ Property / cites work: Optimal portfolio of safety-first models / rank @@
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+The optimal portfolios based on a modified safety-first rule with risk-free saving
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+A Stochastic Programming Model
@@ Property / cites work: A Stochastic Programming Model / rank @@
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+New light on the portfolio allocation problem
@@ Property / cites work: New light on the portfolio allocation problem / rank @@
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+Safety-first portfolio selection
@@ Property / cites work: Safety-first portfolio selection / rank @@
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+Distributional properties of portfolio weights
@@ Property / cites work: Distributional properties of portfolio weights / rank @@
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+Safety-first analysis and stable Paretian approach to portfolio choice theory
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+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
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+Portfolio selection and asset pricing
@@ Property / cites work: Portfolio selection and asset pricing / rank @@
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