Risk Aversion in Chance Constrained Portfolio Selection
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Publication:5632324
DOI10.1287/mnsc.18.3.218zbMath0225.90003OpenAlexW2131155309MaRDI QIDQ5632324
Stephen J. Turnovsky, David H. Pyle
Publication date: 1971
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.18.3.218
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Static and dynamic VaR constrained portfolios with application to delegated portfolio management ⋮ A sparse chance constrained portfolio selection model with multiple constraints ⋮ Safety-first analysis and stable Paretian approach to portfolio choice theory
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