Characterizations of optimal portfolios by univariate and multivariate risk aversion
Yuming Lee and William T. Ziemba
| Year of publication: |
1989
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|---|---|
| Authors: | Li, Yuming |
| Other Persons: | Ziemba, William T. (contributor) |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 35.1989, 3, p. 259-269
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001063801