Risk and utility in portfolio optimization (Q1873937)

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Risk and utility in portfolio optimization
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    title
    Risk and utility in portfolio optimization (English)
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    author
    Morrel H. Cohen
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    Vincent D. Natoli
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    published in
    Physica A
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    publication date
    21 May 2003
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    zbMATH DE Number
    1914386
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    zbMATH Keywords
    pre-established investment-goal failure probability
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    Gaussian probability distribution
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    stock-price data
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