Work

Expectation dependence of random variables, with an application in portfolio theory

Year: 1987

Type: article

Source: Theory and Decision

DOI: 10.1007/bf00126386

Author: Randall Wright

Institution: Cornell University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1985155318

FWCI:

Cites: 27

Cited by: 83

Related to: 10