Risky asset pricing based on safety first fund management (Q3395744)
From MaRDI portal
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)
0 references
13 September 2009
0 references
KSF criterion
0 references
efficient frontier
0 references
tangency portfolio
0 references
zero-covariance portfolio frontier
0 references
elliptical distribution
0 references
