Portfolio optimization for wealth-dependent risk preferences
| Year of publication: |
2010
|
|---|---|
| Authors: | Rios, Luis Miguel ; Sahinidis, Nikolaos V. |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 177.2010, 1, p. 63-91
|