Work

Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis

Year: 1970

Type: article

Source: The Review of Economics and Statistics

DOI: 10.2307/1927600

Authors: David H. Pyle, Stephen J. Turnovsky

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: W4239471143

FWCI: 0.957

Cites:

Cited by: 80

Related to: 10