Risky asset pricing based on safety first fund management (Q3395744): Difference between revisions
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| Property / cites work: Common risk factors in the returns on stocks and bonds / rank | |||
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| Property / cites work: A Stochastic Programming Model / rank | |||
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| Property / cites work: New light on the portfolio allocation problem / rank | |||
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| Property / cites work: Safety First and the Holding of Assets / rank | |||
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Latest revision as of 22:51, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risky asset pricing based on safety first fund management |
scientific article |
Statements
Risky asset pricing based on safety first fund management (English)
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13 September 2009
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KSF criterion
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efficient frontier
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tangency portfolio
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zero-covariance portfolio frontier
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elliptical distribution
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