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

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+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
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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
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+New light on the portfolio allocation problem
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+Safety-first portfolio selection
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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
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+Portfolio selection and asset pricing
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