Optimal Guaranteed Return Portfolios and the Casino Effect-Reference-Cited by-同舟云学术

Optimal Guaranteed Return Portfolios and the Casino Effect

Published:2000-10 Issue:5 Volume:48 Page:768-775
ISSN:0030-364X
Container-title:Operations Research
language:en
Short-container-title:Operations Research

Author:

Dert Cees,Oldenkamp Bart

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Link

https://pubsonline.informs.org/doi/pdf/10.1287/opre.48.5.768.12400

Reference9 articles.

1. Dert Cees, Oldenkamp Bart Optioned portfolios: The trade-off between expected and guaranteed returnsProceedings of the 6th International AFIR Colloquium(1996) Nuremberg/Germany14431461

2. Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market

3. Asset Allocation in a Downside-Risk Framework

4. Portfolio Optimization with Shortfall Constraints: A Confidence-Limit Approach to Managing Downside Risk

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