Risky asset pricing based on safety first fund management (Q3395744)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5603442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risky asset pricing based on safety first fund management |
scientific article; zbMATH DE number 5603442 |
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
0.8355454206466675
0 references
0.7558223605155945
0 references
0.7540720105171204
0 references
0.7420656681060791
0 references
