Smoothed safety first and the holding of assets
From MaRDI portal
Publication:5746751
DOI10.1080/14697688.2012.713113zbMath1280.91150MaRDI QIDQ5746751
M. Ryan Haley, Charles H. Whiteman, Harry J. Paarsch
Publication date: 8 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2012.713113
91G10: Portfolio theory
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