Another look at portfolio optimization with mental accounts (Q2668325): Difference between revisions

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+Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis.
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+Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio?
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+Determination and estimation of risk aversion coefficients
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+Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests
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+How risky is the optimal portfolio which maximizes the Sharpe ratio?
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+Safety-first portfolio selection
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+Linear statistical inference for global and local minimum variance portfolios
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+Safety First and the Holding of Assets
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+Q4125602
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