Risky asset pricing based on safety first fund management (Q3395744): Difference between revisions
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Revision as of 21:48, 19 March 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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