Work

Choosing and Using Utility Functions in Forming Portfolios

Year: 2018

Type: article

Source: Financial Analysts Journal

DOI: 10.1080/0015198x.2019.1618109

Author: Geoffrey J. Warren

Institution: Australian National University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2955438241

FWCI: 1.715

Cites: 54

Cited by: 26

Related to: 10